+41.5%
CSX vs FIS
-54.2%
+95.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -3.5% |
| 7D | -5.5% | -25.5% | +20.0% | -6.7% |
| 30D | +4.9% | -15.1% | +20.0% | +4.2% |
| 3M | -2.9% | -32.1% | +29.3% | -4.8% |
| 6M | +8.3% | -36.1% | +44.4% | +5.6% |
| YTD | +36.7% | -55.4% | +92.1% | +35.5% |
| 1Y | +41.5% | -53.9% | +95.4% | +39.7% |
| All | +41.5% | -54.2% | +95.7% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling