+490.1%
CSX vs FITB
+293.2%
+196.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -3.1% | -4.7% | +1.7% | -1.2% |
| 3M | +7.2% | +6.7% | +0.5% | +4.1% |
| 6M | +16.2% | +12.6% | +3.6% | +10.1% |
| YTD | +37.5% | +19.1% | +18.4% | +26.9% |
| 1Y | +53.2% | +22.6% | +30.6% | +39.3% |
| 3Y | +68.2% | +127.1% | -58.9% | +15.8% |
| 5Y | +65.2% | +71.8% | -6.6% | +23.0% |
| All | +490.1% | +293.2% | +196.8% | +184.9% |
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