+10,299.8%
CSX vs FICO
+78,251.7%
-67,952.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.8% | +3.2% |
| 7D | +0.1% | +0.4% | -0.3% | 0.0% |
| 30D | +9.7% | +1.7% | +8.1% | +8.9% |
| 3M | +2.3% | -33.0% | +35.3% | +7.8% |
| 6M | +17.1% | -33.9% | +50.9% | +22.5% |
| YTD | +44.9% | -58.5% | +103.4% | +63.6% |
| 1Y | +47.1% | -56.4% | +103.4% | +64.3% |
| 3Y | +78.6% | -24.7% | +103.2% | +74.7% |
| 5Y | +57.2% | +83.1% | -25.9% | +27.0% |
| 10Y | +479.2% | +517.2% | -38.0% | +274.7% |
| All | +10,299.8% | +78,251.7% | -67,952.0% | +4,345.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling