+78.3%
CSX vs FERG
+69.1%
+9.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +6.0% | +9.7% | -3.8% | +3.0% |
| 30D | +7.8% | +15.0% | -7.2% | +3.3% |
| 3M | +4.1% | +3.8% | +0.3% | +2.7% |
| 6M | +17.9% | +10.6% | +7.3% | +13.7% |
| YTD | +44.9% | +17.0% | +27.9% | +37.3% |
| 1Y | +51.1% | +7.1% | +44.1% | +46.6% |
| 3Y | +78.3% | +67.7% | +10.5% | +55.1% |
| All | +78.3% | +69.1% | +9.2% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling