+412.6%
CSX vs FIS
-54.6%
+467.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +3.2% |
| 7D | -2.2% | -29.4% | +27.2% | +7.7% |
| 30D | +6.8% | -16.7% | +23.6% | +11.0% |
| 3M | +0.7% | -33.0% | +33.7% | +12.4% |
| 6M | +13.3% | -33.3% | +46.6% | +25.6% |
| YTD | +40.5% | -56.0% | +96.5% | +80.1% |
| 1Y | +44.7% | -54.6% | +99.3% | +82.9% |
| 3Y | +74.5% | -40.6% | +115.1% | +92.8% |
| 5Y | +52.0% | -71.9% | +123.9% | +123.0% |
| 10Y | +412.6% | -55.3% | +468.0% | +565.6% |
| All | +412.6% | -54.6% | +467.3% | +565.6% |
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