+427.3%
CSX vs FLR
+11.0%
+416.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.3% | -6.7% | -3.9% |
| 7D | -5.5% | -0.8% | -4.7% | -5.5% |
| 30D | +4.9% | -9.1% | +14.0% | +6.3% |
| 3M | -2.9% | -4.7% | +1.8% | -2.8% |
| 6M | +8.3% | -14.2% | +22.6% | +9.5% |
| YTD | +36.7% | +17.3% | +19.5% | +30.6% |
| 1Y | +41.5% | +4.3% | +37.2% | +37.7% |
| 3Y | +68.6% | +30.7% | +37.9% | +52.2% |
| 5Y | +48.4% | +101.3% | -52.9% | +21.2% |
| All | +427.3% | +11.0% | +416.3% | +314.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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