+504.6%
CSX vs FDS
+84.7%
+419.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +2.1% |
| 7D | -3.4% | -1.9% | -1.5% | -2.8% |
| 30D | -3.1% | +9.0% | -12.1% | -6.3% |
| 3M | +7.2% | +18.9% | -11.7% | -0.8% |
| 6M | +16.2% | +35.1% | -19.0% | +0.4% |
| YTD | +37.5% | +5.5% | +32.0% | +30.9% |
| 1Y | +53.2% | -16.8% | +70.0% | +61.3% |
| 3Y | +68.2% | -28.1% | +96.3% | +86.8% |
| 5Y | +65.2% | -17.4% | +82.6% | +66.8% |
| All | +504.6% | +84.7% | +419.9% | +306.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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