+418.4%
CSX vs FITB
+208.7%
+209.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +3.1% | +0.8% | +2.2% | +2.7% |
| 30D | +9.7% | +7.3% | +2.4% | +6.5% |
| 3M | +4.9% | -6.3% | +11.2% | +7.6% |
| 6M | +18.4% | +12.6% | +5.8% | +12.1% |
| YTD | +45.9% | +18.0% | +27.9% | +35.0% |
| 1Y | +50.0% | +28.9% | +21.1% | +33.7% |
| 3Y | +78.0% | +139.4% | -61.4% | +20.2% |
| 5Y | +59.2% | +47.2% | +11.9% | +27.1% |
| All | +418.4% | +208.7% | +209.6% | +168.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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