+53.0%
CSX vs FISV
-62.2%
+115.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | -0.7% |
| 7D | +0.6% | -1.6% | +2.2% | +0.7% |
| 30D | -2.3% | -3.0% | +0.7% | -2.2% |
| 3M | +4.3% | -3.5% | +7.8% | +4.4% |
| 6M | +23.4% | -19.4% | +42.8% | +24.2% |
| YTD | +36.4% | -24.3% | +60.7% | +37.6% |
| 1Y | +53.0% | -62.4% | +115.4% | +63.6% |
| All | +53.0% | -62.2% | +115.3% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling