+68.6%
CSX vs FISV
-47.3%
+116.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -5.5% | +25.7% | -31.2% | -7.7% |
| 30D | +4.9% | +38.8% | -33.8% | +1.6% |
| 3M | -2.9% | +16.2% | -19.1% | -4.4% |
| 6M | +8.3% | +12.1% | -3.7% | +6.7% |
| YTD | +36.7% | -6.4% | +43.1% | +36.8% |
| 1Y | +41.5% | +2.0% | +39.5% | +40.2% |
| 3Y | +68.6% | -47.4% | +116.1% | +72.2% |
| All | +68.6% | -47.3% | +116.0% | +72.2% |
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