+78.3%
CSX vs FISV
-47.4%
+125.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.0% |
| 7D | +6.0% | +1.4% | +4.5% | +5.8% |
| 30D | +7.8% | +38.4% | -30.6% | +4.4% |
| 3M | +4.1% | +14.9% | -10.8% | +2.5% |
| 6M | +17.9% | +21.8% | -3.9% | +15.2% |
| YTD | +44.9% | -5.0% | +49.9% | +44.8% |
| 1Y | +51.1% | -1.2% | +52.3% | +50.3% |
| 3Y | +78.3% | -47.5% | +125.8% | +93.2% |
| All | +78.3% | -47.4% | +125.7% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling