+4,054.7%
CSX vs FIS
+236.8%
+3,817.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -1.9% |
| 7D | -2.7% | -21.2% | +18.5% | +4.2% |
| 30D | +7.0% | -12.1% | +19.1% | +9.8% |
| 3M | -0.3% | -30.6% | +30.3% | +11.6% |
| 6M | +13.5% | -35.5% | +49.0% | +29.2% |
| YTD | +41.5% | -54.4% | +95.9% | +82.6% |
| 1Y | +45.8% | -52.9% | +98.6% | +85.5% |
| 3Y | +74.4% | -38.7% | +113.0% | +94.6% |
| 5Y | +53.6% | -70.4% | +124.0% | +117.5% |
| 10Y | +465.6% | -52.8% | +518.4% | +552.0% |
| All | +4,054.7% | +236.8% | +3,817.9% | +2,454.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling