+2,660.0%
CSX vs FIX
+12,471.5%
-9,811.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.1% | +0.5% |
| 7D | -3.4% | +6.0% | -9.4% | -4.5% |
| 30D | -3.1% | -7.2% | +4.2% | -1.8% |
| 3M | +7.2% | -15.9% | +23.0% | +9.7% |
| 6M | +16.2% | +12.7% | +3.4% | +11.4% |
| YTD | +37.5% | +72.8% | -35.2% | +20.3% |
| 1Y | +53.2% | +122.9% | -69.7% | +25.8% |
| 3Y | +68.2% | +774.3% | -706.1% | -2.3% |
| 5Y | +65.2% | +2,049.5% | -1,984.2% | -22.0% |
| 10Y | +504.1% | +5,821.5% | -5,317.3% | +123.7% |
| All | +2,660.0% | +12,471.5% | -9,811.5% | +700.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling