+427.3%
CSX vs FFIV
+126.1%
+301.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.5% | -8.1% | +2.6% | -2.9% |
| 30D | +4.9% | -33.4% | +38.3% | +18.6% |
| 3M | -2.9% | -24.7% | +21.9% | +4.6% |
| 6M | +8.3% | -8.8% | +17.2% | +7.9% |
| YTD | +36.7% | +21.8% | +15.0% | +20.0% |
| 1Y | +41.5% | +25.3% | +16.2% | +22.6% |
| 3Y | +68.6% | +101.2% | -32.5% | +15.6% |
| 5Y | +48.4% | +40.2% | +8.2% | +15.7% |
| All | +427.3% | +126.1% | +301.3% | +201.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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