+74.5%
CSX vs FIS
-41.8%
+116.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.1% | +2.9% |
| 7D | -2.2% | -29.4% | +27.2% | +1.0% |
| 30D | +6.8% | -16.7% | +23.6% | +7.7% |
| 3M | +0.7% | -33.0% | +33.7% | +4.6% |
| 6M | +13.3% | -33.3% | +46.6% | +17.4% |
| YTD | +40.5% | -56.0% | +96.5% | +60.4% |
| 1Y | +44.7% | -54.6% | +99.3% | +63.5% |
| 3Y | +74.5% | -40.6% | +115.1% | +83.8% |
| All | +74.5% | -41.8% | +116.3% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling