+414.9%
CSX vs FFIV
+118.6%
+296.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | +0.2% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | +7.8% | -32.4% | +40.2% | +21.3% |
| 3M | +4.1% | -25.7% | +29.8% | +12.6% |
| 6M | +17.9% | -13.5% | +31.4% | +19.7% |
| YTD | +44.9% | +21.1% | +23.8% | +27.5% |
| 1Y | +51.1% | +29.4% | +21.7% | +29.3% |
| 3Y | +78.3% | +94.9% | -16.6% | +23.9% |
| 5Y | +58.1% | +34.7% | +23.4% | +25.4% |
| All | +414.9% | +118.6% | +296.3% | +200.1% |
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