+2,807.4%
CSX vs FIX
+8,419.6%
-5,612.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -15.1% | +17.7% | +5.6% |
| 7D | +0.1% | -18.9% | +19.0% | +3.8% |
| 30D | +9.7% | -36.3% | +46.0% | +18.8% |
| 3M | +2.3% | -38.5% | +40.8% | +11.0% |
| 6M | +17.1% | -42.3% | +59.3% | +27.3% |
| YTD | +44.9% | +17.1% | +27.8% | +35.2% |
| 1Y | +47.1% | +14.4% | +32.7% | +37.4% |
| 3Y | +78.6% | +486.7% | -408.1% | +11.4% |
| 5Y | +57.2% | +1,083.7% | -1,026.5% | -17.1% |
| 10Y | +479.2% | +3,932.4% | -3,453.3% | +129.3% |
| All | +2,807.4% | +8,419.6% | -5,612.1% | +799.9% |
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 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