+3,209.7%
CSX vs FDS
+10,727.5%
-7,517.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -2.7% | +6.4% | -9.1% | -4.5% |
| 30D | +7.0% | +25.2% | -18.2% | 0.0% |
| 3M | -0.3% | +22.9% | -23.2% | -6.9% |
| 6M | +13.5% | +56.5% | -43.0% | -3.1% |
| YTD | +41.5% | +19.0% | +22.5% | +29.3% |
| 1Y | +45.8% | +32.7% | +13.0% | +28.2% |
| 3Y | +74.4% | -20.4% | +94.8% | +77.8% |
| 5Y | +53.6% | -19.6% | +73.2% | +54.8% |
| 10Y | +465.6% | +148.5% | +317.1% | +303.3% |
| All | +3,209.7% | +10,727.5% | -7,517.8% | +1,113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling