+409.0%
NFLX vs CSX
+440.0%
-31.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.1% |
| 7D | +2.1% | -5.5% | +7.7% | +4.3% |
| 30D | -9.0% | +4.9% | -14.0% | -10.6% |
| 3M | -14.0% | -2.9% | -11.1% | -13.2% |
| 6M | -28.2% | +8.3% | -36.5% | -30.6% |
| YTD | -32.4% | +36.7% | -69.1% | -40.3% |
| 1Y | -42.2% | +41.5% | -83.7% | -49.7% |
| 3Y | +45.9% | +68.6% | -22.8% | +15.8% |
| 5Y | -1.8% | +48.4% | -50.2% | -18.4% |
| All | +409.0% | +440.0% | -31.0% | +228.8% |
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 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