+445.7%
CSX vs FIX
+3,416.6%
-2,970.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.6% | +9.2% | +0.3% |
| 7D | -2.7% | -27.2% | +24.5% | +3.9% |
| 30D | +7.0% | -46.9% | +53.9% | +22.4% |
| 3M | -0.3% | -44.4% | +44.1% | +12.2% |
| 6M | +13.5% | -50.9% | +64.4% | +30.1% |
| YTD | +41.5% | +3.5% | +38.0% | +31.9% |
| 1Y | +45.8% | -2.1% | +47.9% | +37.3% |
| 3Y | +74.4% | +418.7% | -344.4% | -10.7% |
| 5Y | +53.6% | +894.6% | -840.9% | -40.1% |
| All | +445.7% | +3,416.6% | -2,970.9% | +29.9% |
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