+67.8%
CSX vs FIVE
+31.2%
+36.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.2% | +0.2% |
| 7D | -3.4% | +4.3% | -7.6% | -4.0% |
| 30D | -3.1% | +12.5% | -15.6% | -4.8% |
| 3M | +7.2% | +31.2% | -24.1% | +2.9% |
| 6M | +16.2% | +14.4% | +1.8% | +13.2% |
| YTD | +37.5% | +33.9% | +3.7% | +30.9% |
| 1Y | +53.2% | +65.1% | -11.8% | +41.1% |
| 3Y | +68.2% | +49.0% | +19.3% | +52.5% |
| All | +67.8% | +31.2% | +36.6% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling