+41.5%
CSX vs FIVE
+55.9%
-14.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -5.5% | -0.3% | -5.2% | -5.5% |
| 30D | +4.9% | +17.7% | -12.7% | +3.4% |
| 3M | -2.9% | +4.0% | -6.8% | -3.4% |
| 6M | +8.3% | +2.6% | +5.7% | +8.3% |
| YTD | +36.7% | +27.6% | +9.2% | +29.4% |
| 1Y | +41.5% | +59.9% | -18.4% | +22.6% |
| All | +41.5% | +55.9% | -14.4% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling