+67.8%
CSX vs FDX
+65.4%
+2.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.0% |
| 7D | -3.4% | -2.5% | -0.9% | -2.6% |
| 30D | -3.1% | +3.8% | -6.9% | -4.3% |
| 3M | +7.2% | -1.3% | +8.5% | +7.3% |
| 6M | +16.2% | +5.0% | +11.1% | +13.8% |
| YTD | +37.5% | +39.6% | -2.1% | +23.4% |
| 1Y | +53.2% | +81.1% | -27.9% | +26.7% |
| 3Y | +68.2% | +63.0% | +5.2% | +39.5% |
| All | +67.8% | +65.4% | +2.4% | +32.5% |
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