+48.2%
CSX vs FDS
-22.8%
+71.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.7% | +0.3% | -2.7% |
| 7D | -5.5% | -0.5% | -5.0% | -5.4% |
| 30D | +4.9% | +20.2% | -15.3% | +1.5% |
| 3M | -2.9% | +19.9% | -22.7% | -6.4% |
| 6M | +8.3% | +56.2% | -47.8% | -2.4% |
| YTD | +36.7% | +14.6% | +22.2% | +33.5% |
| 1Y | +41.5% | +31.6% | +9.9% | +30.8% |
| 3Y | +68.6% | -23.8% | +92.4% | +89.2% |
| All | +48.2% | -22.8% | +71.0% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling