+445.7%
CSX vs FE
+108.3%
+337.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -2.7% | +0.6% | -3.3% | -2.9% |
| 30D | +7.0% | +6.4% | +0.6% | +4.7% |
| 3M | -0.3% | -0.5% | +0.2% | -0.2% |
| 6M | +13.5% | +4.7% | +8.8% | +11.5% |
| YTD | +41.5% | +8.4% | +33.1% | +37.1% |
| 1Y | +45.8% | +7.2% | +38.5% | +41.7% |
| 3Y | +74.4% | +44.9% | +29.5% | +50.0% |
| 5Y | +53.6% | +46.3% | +7.3% | +30.7% |
| All | +445.7% | +108.3% | +337.4% | +361.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling