+72.2%
CSX vs FLR
+58.4%
+13.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.1% |
| 7D | -3.4% | +5.4% | -8.8% | -4.1% |
| 30D | -3.1% | +11.4% | -14.5% | -4.7% |
| 3M | +7.2% | +11.4% | -4.2% | +5.1% |
| 6M | +16.2% | +16.6% | -0.5% | +12.6% |
| YTD | +37.5% | +41.7% | -4.2% | +29.4% |
| 1Y | +53.2% | +35.4% | +17.8% | +44.4% |
| All | +72.2% | +58.4% | +13.8% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling