-31.2%
DIS vs CSX
+52.1%
-83.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.9% | -0.3% |
| 7D | +5.7% | -2.7% | +8.4% | +7.1% |
| 30D | +12.7% | +7.0% | +5.7% | +8.9% |
| 3M | +15.2% | -0.3% | +15.5% | +15.1% |
| 6M | +17.6% | +13.5% | +4.0% | +9.3% |
| YTD | +3.8% | +41.5% | -37.7% | -14.5% |
| 1Y | +6.8% | +45.8% | -39.0% | -13.5% |
| 3Y | +42.1% | +74.4% | -32.3% | +0.1% |
| 5Y | -31.2% | +53.6% | -84.8% | -51.1% |
| All | -31.2% | +52.1% | -83.3% | -51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling