+72.2%
CSX vs FIX
+782.4%
-710.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.7% |
| 7D | -3.4% | +6.0% | -9.4% | -4.0% |
| 30D | -3.1% | -7.2% | +4.2% | -2.4% |
| 3M | +7.2% | -15.9% | +23.0% | +8.5% |
| 6M | +16.2% | +12.7% | +3.4% | +13.6% |
| YTD | +37.5% | +72.8% | -35.2% | +28.9% |
| 1Y | +53.2% | +122.9% | -69.7% | +39.3% |
| All | +72.2% | +782.4% | -710.2% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling