+74.4%
NFLX vs CSX
+68.2%
+6.2%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.5% |
| 7D | -4.2% | -3.4% | -0.9% | -3.8% |
| 30D | +5.5% | -3.1% | +8.5% | +5.9% |
| 3M | -4.1% | +7.2% | -11.2% | -5.2% |
| 6M | -20.7% | +16.2% | -36.9% | -22.9% |
| YTD | -16.5% | +37.5% | -54.1% | -21.1% |
| 1Y | -37.8% | +53.2% | -91.0% | -42.5% |
| All | +74.4% | +68.2% | +6.2% | +58.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling