+72.2%
CSX vs FDS
-27.9%
+100.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.1% |
| 7D | -3.4% | -1.9% | -1.5% | -3.2% |
| 30D | -3.1% | +9.0% | -12.1% | -3.8% |
| 3M | +7.2% | +18.9% | -11.7% | +5.4% |
| 6M | +16.2% | +35.1% | -19.0% | +12.1% |
| YTD | +37.5% | +5.5% | +32.0% | +39.2% |
| 1Y | +53.2% | -16.8% | +70.0% | +66.0% |
| All | +72.2% | -27.9% | +100.1% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling