+482.4%
CSX vs FERG
+358.9%
+123.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +0.6% | +3.4% | -2.8% | +0.1% |
| 30D | -2.3% | -11.5% | +9.3% | -0.3% |
| 3M | +4.3% | +1.3% | +3.0% | +3.9% |
| 6M | +23.4% | -1.0% | +24.3% | +23.2% |
| YTD | +36.4% | +3.2% | +33.2% | +35.4% |
| 1Y | +53.0% | -3.0% | +56.0% | +53.0% |
| 3Y | +70.6% | +55.0% | +15.6% | +58.1% |
| 5Y | +65.5% | +72.6% | -7.2% | +49.4% |
| 10Y | +482.4% | +358.9% | +123.4% | +380.3% |
| All | +482.4% | +358.9% | +123.4% | +380.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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