+409.0%
CSX vs FITB
+231.2%
+177.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.5% |
| 30D | +8.1% | +7.0% | +1.1% | +5.1% |
| 3M | +2.2% | -4.4% | +6.6% | +3.9% |
| 6M | +14.6% | +11.6% | +3.1% | +9.0% |
| YTD | +42.2% | +18.6% | +23.6% | +31.3% |
| 1Y | +47.3% | +29.8% | +17.5% | +30.9% |
| 3Y | +73.5% | +140.7% | -67.2% | +17.0% |
| 5Y | +54.1% | +48.6% | +5.5% | +22.6% |
| 10Y | +409.0% | +224.4% | +184.6% | +159.2% |
| All | +409.0% | +231.2% | +177.7% | +159.2% |
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