+29.0%
NFLX vs CSX
+65.9%
-36.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.7% |
| 7D | -4.2% | -3.4% | -0.9% | -2.9% |
| 30D | +5.5% | -3.1% | +8.5% | +6.7% |
| 3M | -4.1% | +7.2% | -11.2% | -7.1% |
| 6M | -20.7% | +16.2% | -36.9% | -26.3% |
| YTD | -16.5% | +37.5% | -54.1% | -28.2% |
| 1Y | -37.8% | +53.2% | -91.0% | -49.5% |
| 3Y | +77.9% | +68.2% | +9.7% | +30.1% |
| All | +29.0% | +65.9% | -36.9% | -5.2% |
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