+416.4%
CSX vs FISV
+28.5%
+387.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.3% |
| 7D | -0.3% | +3.0% | -3.3% | -1.2% |
| 30D | +8.7% | +38.8% | -30.1% | -2.7% |
| 3M | +4.2% | +21.2% | -17.0% | -2.8% |
| 6M | +16.7% | +17.5% | -0.8% | +8.8% |
| YTD | +44.5% | -4.9% | +49.3% | +43.3% |
| 1Y | +50.3% | -0.6% | +50.8% | +46.5% |
| 3Y | +76.3% | -47.4% | +123.7% | +86.3% |
| 5Y | +58.1% | -36.0% | +94.2% | +45.3% |
| 10Y | +416.4% | +27.1% | +389.3% | +280.8% |
| All | +416.4% | +28.5% | +387.9% | +280.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 10y: compounded portfolio wealth divided by compounded FISV 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…
10y analysis · Full analysis span regression · 6 months rolling