+68.6%
CSX vs FFIV
+102.2%
-33.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.5% | -8.1% | +2.6% | -4.3% |
| 30D | +4.9% | -33.4% | +38.3% | +11.1% |
| 3M | -2.9% | -24.7% | +21.9% | +0.3% |
| 6M | +8.3% | -8.8% | +17.2% | +6.8% |
| YTD | +36.7% | +21.8% | +15.0% | +24.2% |
| 1Y | +41.5% | +25.3% | +16.2% | +27.3% |
| 3Y | +68.6% | +101.2% | -32.5% | +24.6% |
| All | +68.6% | +102.2% | -33.6% | +24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling