+490.1%
CSX vs FIS
-37.3%
+527.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -3.4% | +1.1% | -4.5% | -3.8% |
| 30D | -3.1% | -2.2% | -0.9% | -2.5% |
| 3M | +7.2% | +2.1% | +5.0% | +5.5% |
| 6M | +16.2% | -14.7% | +30.8% | +20.9% |
| YTD | +37.5% | -35.7% | +73.2% | +58.7% |
| 1Y | +53.2% | -37.1% | +90.3% | +77.8% |
| 3Y | +68.2% | -20.0% | +88.2% | +72.9% |
| 5Y | +65.2% | -62.1% | +127.4% | +127.6% |
| All | +490.1% | -37.3% | +527.4% | +584.6% |
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