+2,885.9%
CSX vs FE
+567.2%
+2,318.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.1% | +1.7% | -1.5% | -0.5% |
| 30D | +9.7% | +8.1% | +1.6% | +6.4% |
| 3M | +2.3% | -1.3% | +3.6% | +2.7% |
| 6M | +17.1% | +2.9% | +14.2% | +15.5% |
| YTD | +44.9% | +8.6% | +36.3% | +39.8% |
| 1Y | +47.1% | +6.3% | +40.8% | +43.0% |
| 3Y | +78.6% | +45.1% | +33.4% | +51.1% |
| 5Y | +57.2% | +47.1% | +10.1% | +31.0% |
| 10Y | +479.2% | +110.6% | +368.6% | +297.3% |
| All | +2,885.9% | +567.2% | +2,318.7% | +1,377.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling