+1,084.1%
CSX vs FERG
+1,348.4%
-264.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | +0.6% |
| 7D | -3.4% | 0.0% | -3.3% | -3.4% |
| 30D | -3.1% | -10.2% | +7.1% | -1.8% |
| 3M | +7.2% | -0.6% | +7.8% | +7.1% |
| 6M | +16.2% | -6.5% | +22.7% | +16.9% |
| YTD | +37.5% | +4.2% | +33.4% | +36.6% |
| 1Y | +53.2% | -2.3% | +55.5% | +53.1% |
| 3Y | +68.2% | +48.5% | +19.7% | +59.7% |
| 5Y | +65.2% | +72.0% | -6.8% | +53.4% |
| 10Y | +504.1% | +369.9% | +134.2% | +428.5% |
| All | +1,084.1% | +1,348.4% | -264.3% | +826.9% |
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