+48.2%
CSX vs FIS
-71.2%
+119.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -3.0% |
| 7D | -5.5% | -25.5% | +20.0% | -1.9% |
| 30D | +4.9% | -15.1% | +20.0% | +6.4% |
| 3M | -2.9% | -32.1% | +29.3% | +2.3% |
| 6M | +8.3% | -36.1% | +44.4% | +14.8% |
| YTD | +36.7% | -55.4% | +92.1% | +55.7% |
| 1Y | +41.5% | -53.9% | +95.4% | +59.8% |
| 3Y | +68.6% | -39.8% | +108.4% | +79.6% |
| All | +48.2% | -71.2% | +119.4% | +80.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling