+68.6%
CSX vs FIVE
+34.8%
+33.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +3.2% |
| 3M | -2.9% | +4.0% | -6.8% | -3.4% |
| 6M | +8.3% | +2.6% | +5.7% | +7.6% |
| YTD | +36.7% | +27.6% | +9.2% | +32.4% |
| 1Y | +41.5% | +59.9% | -18.4% | +33.7% |
| 3Y | +68.6% | +35.8% | +32.9% | +48.3% |
| All | +68.6% | +34.8% | +33.8% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling