+448.1%
NFLX vs CSX
+416.0%
+32.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.3% | -1.5% |
| 7D | -0.3% | +0.7% | -1.0% | -0.5% |
| 30D | -10.0% | +8.1% | -18.1% | -12.6% |
| 3M | -17.1% | +2.2% | -19.3% | -17.9% |
| 6M | -27.7% | +14.6% | -42.3% | -31.6% |
| YTD | -32.5% | +42.2% | -74.7% | -41.4% |
| 1Y | -43.5% | +47.3% | -90.8% | -51.7% |
| 3Y | +41.4% | +73.5% | -32.1% | +10.8% |
| 5Y | -2.2% | +54.1% | -56.3% | -20.1% |
| 10Y | +448.1% | +409.0% | +39.1% | +221.1% |
| All | +448.1% | +416.0% | +32.1% | +221.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling