+414.9%
CSX vs FIS
-53.2%
+468.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.2% | -4.8% | -2.0% |
| 7D | +6.0% | +2.8% | +3.1% | +4.8% |
| 30D | +7.8% | -16.7% | +24.5% | +11.9% |
| 3M | +4.1% | -32.3% | +36.4% | +15.7% |
| 6M | +17.9% | -29.1% | +47.0% | +27.9% |
| YTD | +44.9% | -54.1% | +99.0% | +82.9% |
| 1Y | +51.1% | -53.7% | +104.9% | +89.9% |
| 3Y | +78.3% | -38.8% | +117.1% | +95.0% |
| 5Y | +58.1% | -71.1% | +129.2% | +130.3% |
| All | +414.9% | -53.2% | +468.1% | +566.0% |
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