+74.5%
CSX vs FITB
+124.9%
-50.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.4% |
| 7D | -2.7% | -1.8% | -0.9% | -2.0% |
| 30D | +7.0% | +4.8% | +2.2% | +5.1% |
| 3M | -0.3% | -6.4% | +6.1% | +2.2% |
| 6M | +13.5% | +7.9% | +5.6% | +9.6% |
| YTD | +41.5% | +17.0% | +24.5% | +31.6% |
| 1Y | +45.8% | +29.9% | +15.8% | +29.8% |
| All | +74.5% | +124.9% | -50.4% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling