+58.1%
CSX vs FE
+47.0%
+11.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.3% | -0.4% | +0.1% | -0.1% |
| 30D | +8.7% | +3.6% | +5.1% | +7.4% |
| 3M | +4.2% | +0.3% | +3.9% | +4.0% |
| 6M | +16.7% | +6.4% | +10.3% | +14.0% |
| YTD | +44.5% | +8.1% | +36.4% | +40.3% |
| 1Y | +50.3% | +4.6% | +45.7% | +47.5% |
| 3Y | +76.3% | +49.1% | +27.2% | +48.5% |
| 5Y | +58.1% | +46.1% | +12.0% | +32.1% |
| All | +58.1% | +47.0% | +11.1% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling