+1,109.7%
CSX vs FERG
+1,548.3%
-438.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +11.2% | -8.5% | +1.3% |
| 7D | -2.2% | +7.3% | -9.5% | -3.1% |
| 30D | +6.8% | +18.1% | -11.3% | +4.5% |
| 3M | +0.7% | +1.6% | -0.9% | +0.3% |
| 6M | +13.3% | +8.5% | +4.7% | +11.8% |
| YTD | +40.5% | +18.6% | +22.0% | +37.2% |
| 1Y | +44.7% | +5.7% | +39.0% | +43.1% |
| 3Y | +74.5% | +74.0% | +0.5% | +62.4% |
| 5Y | +52.0% | +83.9% | -31.9% | +39.0% |
| 10Y | +412.6% | +494.6% | -81.9% | +338.4% |
| All | +1,109.7% | +1,548.3% | -438.6% | +830.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling