+409.0%
CSX vs FDS
+127.5%
+281.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.7% | -2.0% | +2.7% | +1.4% |
| 30D | +8.1% | +13.5% | -5.4% | +3.3% |
| 3M | +2.2% | +15.2% | -13.0% | -3.6% |
| 6M | +14.6% | +47.0% | -32.4% | -3.3% |
| YTD | +42.2% | +13.9% | +28.3% | +31.1% |
| 1Y | +47.3% | +25.2% | +22.1% | +29.2% |
| 3Y | +73.5% | -25.3% | +98.9% | +90.7% |
| 5Y | +54.1% | -23.3% | +77.4% | +63.8% |
| 10Y | +409.0% | +126.0% | +283.0% | +233.3% |
| All | +409.0% | +127.5% | +281.5% | +233.3% |
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