+2,986.9%
CSX vs FFIV
+5,982.7%
-2,995.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | -1.6% |
| 7D | -2.7% | -14.2% | +11.5% | -0.7% |
| 30D | +7.0% | -33.6% | +40.7% | +12.5% |
| 3M | -0.3% | -24.2% | +23.9% | +2.8% |
| 6M | +13.5% | -8.3% | +21.8% | +13.8% |
| YTD | +41.5% | +22.1% | +19.4% | +35.9% |
| 1Y | +45.8% | +26.5% | +19.3% | +39.3% |
| 3Y | +74.4% | +102.3% | -27.9% | +55.6% |
| 5Y | +53.6% | +40.6% | +13.0% | +43.0% |
| 10Y | +465.6% | +129.7% | +335.9% | +391.6% |
| All | +2,986.9% | +5,982.7% | -2,995.8% | +1,878.1% |
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 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