-31.9%
DIS vs CSX
+47.4%
-79.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.2% |
| 7D | +5.2% | -5.5% | +10.8% | +8.1% |
| 30D | +11.5% | +4.9% | +6.5% | +8.7% |
| 3M | +11.5% | -2.9% | +14.4% | +12.8% |
| 6M | +8.9% | +8.3% | +0.5% | +3.5% |
| YTD | +3.4% | +36.7% | -33.3% | -13.5% |
| 1Y | +7.2% | +41.5% | -34.3% | -11.9% |
| 3Y | +43.3% | +68.6% | -25.3% | +2.5% |
| All | -31.9% | +47.4% | -79.3% | -50.8% |
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