+9,772.3%
CSX vs FISV
+11,002.6%
-1,230.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -3.4% | -0.3% | -3.0% | -3.3% |
| 30D | -3.1% | -2.1% | -1.0% | -2.7% |
| 3M | +7.2% | -5.7% | +12.9% | +8.1% |
| 6M | +16.2% | -15.3% | +31.5% | +20.0% |
| YTD | +37.5% | -21.1% | +58.6% | +44.2% |
| 1Y | +53.2% | -61.1% | +114.3% | +87.2% |
| 3Y | +68.2% | -56.8% | +125.1% | +94.1% |
| 5Y | +65.2% | -54.2% | +119.4% | +84.7% |
| 10Y | +504.1% | +1.6% | +502.5% | +443.1% |
| All | +9,772.3% | +11,002.6% | -1,230.3% | +4,288.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling