+427.3%
CSX vs FIX
+3,608.1%
-3,180.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.4% | -8.8% | -4.6% |
| 7D | -5.5% | -17.5% | +11.9% | -2.1% |
| 30D | +4.9% | -41.6% | +46.5% | +17.3% |
| 3M | -2.9% | -40.6% | +37.7% | +7.6% |
| 6M | +8.3% | -49.4% | +57.7% | +23.2% |
| YTD | +36.7% | +9.2% | +27.6% | +25.9% |
| 1Y | +41.5% | +6.5% | +35.0% | +30.5% |
| 3Y | +68.6% | +448.7% | -380.1% | -14.9% |
| 5Y | +48.4% | +948.7% | -900.3% | -42.9% |
| All | +427.3% | +3,608.1% | -3,180.8% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling