+50.0%
CSX vs FIS
-55.3%
+105.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.1% | +7.1% | +0.7% |
| 7D | +3.1% | -3.5% | +6.6% | +2.9% |
| 30D | +9.7% | -19.4% | +29.1% | +8.7% |
| 3M | +4.9% | -31.6% | +36.5% | +3.0% |
| 6M | +18.4% | -32.5% | +50.9% | +16.0% |
| YTD | +45.9% | -56.0% | +101.8% | +45.4% |
| 1Y | +50.0% | -55.5% | +105.5% | +49.2% |
| All | +50.0% | -55.3% | +105.3% | +49.2% |
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