+47.1%
CSX vs FE
+6.1%
+41.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.1% | +1.7% | -1.5% | -0.4% |
| 30D | +9.7% | +8.1% | +1.6% | +7.4% |
| 3M | +2.3% | -1.3% | +3.6% | +2.6% |
| 6M | +17.1% | +2.9% | +14.2% | +16.1% |
| YTD | +44.9% | +8.6% | +36.3% | +44.2% |
| 1Y | +47.1% | +6.3% | +40.8% | +46.7% |
| All | +47.1% | +6.1% | +41.0% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling