+2,734.5%
CSX vs FE
+561.4%
+2,173.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.4% | +1.1% |
| 7D | -3.4% | +1.9% | -5.3% | -4.1% |
| 30D | -3.1% | -1.2% | -1.9% | -2.7% |
| 3M | +7.2% | +3.5% | +3.7% | +5.6% |
| 6M | +16.2% | -6.1% | +22.2% | +18.8% |
| YTD | +37.5% | +7.6% | +29.9% | +33.2% |
| 1Y | +53.2% | +11.9% | +41.3% | +45.9% |
| 3Y | +68.2% | +48.4% | +19.8% | +40.9% |
| 5Y | +65.2% | +44.8% | +20.4% | +38.6% |
| 10Y | +504.1% | +115.9% | +388.3% | +309.6% |
| All | +2,734.5% | +561.4% | +2,173.0% | +1,307.8% |
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