+416.4%
CSX vs FFIV
+130.1%
+286.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.8% | +1.3% |
| 7D | -0.3% | -2.9% | +2.7% | +0.7% |
| 30D | +8.7% | -32.4% | +41.1% | +22.4% |
| 3M | +4.2% | -22.7% | +26.9% | +11.3% |
| 6M | +16.7% | -10.7% | +27.4% | +17.2% |
| YTD | +44.5% | +25.4% | +19.1% | +25.6% |
| 1Y | +50.3% | +34.2% | +16.1% | +27.0% |
| 3Y | +76.3% | +101.2% | -24.9% | +21.3% |
| 5Y | +58.1% | +42.0% | +16.2% | +23.0% |
| 10Y | +416.4% | +126.7% | +289.7% | +197.6% |
| All | +416.4% | +130.1% | +286.3% | +197.6% |
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