+72.2%
CSX vs FICO
+4.8%
+67.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -16.7% | +17.5% | +2.5% |
| 7D | -3.4% | -19.2% | +15.8% | -1.5% |
| 30D | -3.1% | -14.6% | +11.5% | -1.8% |
| 3M | +7.2% | -20.1% | +27.3% | +8.9% |
| 6M | +16.2% | -36.3% | +52.5% | +20.7% |
| YTD | +37.5% | -44.9% | +82.4% | +45.5% |
| 1Y | +53.2% | -38.6% | +91.9% | +58.9% |
| All | +72.2% | +4.8% | +67.4% | +68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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