+53.6%
CSX vs FDS
-19.3%
+72.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.3% |
| 7D | -2.7% | +6.4% | -9.1% | -3.8% |
| 30D | +7.0% | +25.2% | -18.2% | +2.7% |
| 3M | -0.3% | +22.9% | -23.2% | -4.3% |
| 6M | +13.5% | +56.5% | -43.0% | +2.4% |
| YTD | +41.5% | +19.0% | +22.5% | +37.2% |
| 1Y | +45.8% | +32.7% | +13.0% | +35.3% |
| 3Y | +74.4% | -20.4% | +94.8% | +93.7% |
| 5Y | +53.6% | -19.6% | +73.2% | +66.8% |
| All | +53.6% | -19.3% | +72.9% | +66.8% |
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 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