+74.5%
CSX vs FIS
-38.4%
+112.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -2.7% | -21.2% | +18.5% | -1.0% |
| 30D | +7.0% | -12.1% | +19.1% | +7.2% |
| 3M | -0.3% | -30.6% | +30.3% | +3.2% |
| 6M | +13.5% | -35.5% | +49.0% | +18.6% |
| YTD | +41.5% | -54.4% | +95.9% | +60.8% |
| 1Y | +45.8% | -52.9% | +98.6% | +63.9% |
| All | +74.5% | -38.4% | +112.9% | +84.9% |
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