+1,660.6%
DIS vs CSX
+10,769.2%
-9,108.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +3.1% |
| 7D | +9.1% | +0.1% | +9.0% | +9.0% |
| 30D | +14.8% | +9.7% | +5.1% | +10.5% |
| 3M | +21.2% | +2.3% | +18.9% | +19.8% |
| 6M | +18.3% | +17.1% | +1.2% | +10.5% |
| YTD | +5.4% | +44.9% | -39.5% | -10.0% |
| 1Y | +8.3% | +47.1% | -38.8% | -8.1% |
| 3Y | +44.2% | +78.6% | -34.3% | +12.2% |
| 5Y | -28.0% | +57.2% | -85.2% | -41.4% |
| 10Y | +39.6% | +479.2% | -439.6% | -33.5% |
| All | +1,660.6% | +10,769.2% | -9,108.6% | +149.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling