+488.5%
CSX vs FANG
+183.1%
+305.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.1% |
| 7D | +0.1% | +1.2% | -1.1% | -0.2% |
| 30D | -1.5% | +2.4% | -3.9% | -2.1% |
| 3M | +6.0% | +5.1% | +0.9% | +4.6% |
| 6M | +20.6% | +16.4% | +4.2% | +15.9% |
| YTD | +36.5% | +39.0% | -2.4% | +26.3% |
| 1Y | +55.0% | +50.6% | +4.3% | +40.6% |
| 3Y | +70.8% | +46.9% | +23.8% | +52.8% |
| 5Y | +69.6% | +238.2% | -168.7% | +23.4% |
| All | +488.5% | +183.1% | +305.5% | +280.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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