+2,900.7%
CSX vs FFIV
+7,518.9%
-4,618.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.4% | -1.0% | -2.4% | -3.3% |
| 30D | -3.1% | -5.1% | +2.0% | -2.5% |
| 3M | +7.2% | -4.5% | +11.6% | +7.6% |
| 6M | +16.2% | +36.5% | -20.3% | +10.8% |
| YTD | +37.5% | +53.0% | -15.4% | +29.0% |
| 1Y | +53.2% | +24.2% | +29.0% | +47.5% |
| 3Y | +68.2% | +137.2% | -69.0% | +47.8% |
| 5Y | +65.2% | +91.8% | -26.5% | +48.4% |
| 10Y | +504.1% | +215.2% | +289.0% | +406.8% |
| All | +2,900.7% | +7,518.9% | -4,618.2% | +1,776.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling