+427.3%
CSX vs FIS
-54.4%
+481.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.6% |
| 7D | -5.5% | -25.5% | +20.0% | +2.1% |
| 30D | +4.9% | -15.1% | +20.0% | +8.3% |
| 3M | -2.9% | -32.1% | +29.3% | +8.0% |
| 6M | +8.3% | -36.1% | +44.4% | +21.8% |
| YTD | +36.7% | -55.4% | +92.1% | +74.5% |
| 1Y | +41.5% | -53.9% | +95.4% | +78.0% |
| 3Y | +68.6% | -39.8% | +108.4% | +85.4% |
| 5Y | +48.4% | -71.1% | +119.5% | +114.8% |
| All | +427.3% | -54.4% | +481.7% | +579.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling