+10,056.0%
CSX vs FITB
+2,803.0%
+7,252.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.7% |
| 7D | -2.7% | -1.8% | -0.9% | -2.2% |
| 30D | +7.0% | +4.8% | +2.2% | +5.7% |
| 3M | -0.3% | -6.4% | +6.1% | +1.3% |
| 6M | +13.5% | +7.9% | +5.6% | +11.1% |
| YTD | +41.5% | +17.0% | +24.5% | +35.4% |
| 1Y | +45.8% | +29.9% | +15.8% | +35.7% |
| 3Y | +74.4% | +124.8% | -50.5% | +40.1% |
| 5Y | +53.6% | +46.4% | +7.2% | +34.8% |
| 10Y | +465.6% | +258.1% | +207.5% | +284.1% |
| All | +10,056.0% | +2,803.0% | +7,252.9% | +3,311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling