+43.9%
DIS vs CSX
+74.3%
-30.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.6% |
| 7D | +5.7% | -2.7% | +8.4% | +6.7% |
| 30D | +12.7% | +7.0% | +5.7% | +9.8% |
| 3M | +15.2% | -0.3% | +15.5% | +15.2% |
| 6M | +17.6% | +13.5% | +4.0% | +11.0% |
| YTD | +3.8% | +41.5% | -37.7% | -11.3% |
| 1Y | +6.8% | +45.8% | -39.0% | -10.0% |
| All | +43.9% | +74.3% | -30.4% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CSX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling