+53.6%
CSX vs FDX
+76.2%
-22.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -1.1% |
| 7D | -2.7% | +2.9% | -5.6% | -3.6% |
| 30D | +7.0% | +9.6% | -2.6% | +4.0% |
| 3M | -0.3% | +2.4% | -2.7% | -1.2% |
| 6M | +13.5% | +9.2% | +4.3% | +10.0% |
| YTD | +41.5% | +37.7% | +3.8% | +27.3% |
| 1Y | +45.8% | +56.1% | -10.4% | +26.1% |
| 3Y | +74.4% | +68.9% | +5.4% | +42.6% |
| 5Y | +53.6% | +79.0% | -25.4% | +23.5% |
| All | +53.6% | +76.2% | -22.6% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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