+490.1%
CSX vs FLR
+18.9%
+471.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.2% |
| 7D | -3.4% | +5.4% | -8.8% | -4.3% |
| 30D | -3.1% | +11.4% | -14.5% | -5.2% |
| 3M | +7.2% | +11.4% | -4.2% | +4.5% |
| 6M | +16.2% | +16.6% | -0.5% | +11.8% |
| YTD | +37.5% | +41.7% | -4.2% | +27.8% |
| 1Y | +53.2% | +35.4% | +17.8% | +42.8% |
| 3Y | +68.2% | +57.3% | +10.9% | +47.6% |
| 5Y | +65.2% | +241.0% | -175.8% | +23.3% |
| All | +490.1% | +18.9% | +471.2% | +372.3% |
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