+5,193.2%
CSX vs FLR
+482.5%
+4,710.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.3% | -6.7% | -4.3% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | +4.9% | -9.1% | +14.0% | +7.2% |
| 3M | -2.9% | -4.7% | +1.8% | -2.9% |
| 6M | +8.3% | -14.2% | +22.6% | +10.1% |
| YTD | +36.7% | +17.3% | +19.5% | +26.4% |
| 1Y | +41.5% | +4.3% | +37.2% | +34.9% |
| 3Y | +68.6% | +30.7% | +37.9% | +41.4% |
| 5Y | +48.4% | +101.3% | -52.9% | +4.6% |
| 10Y | +446.6% | +12.4% | +434.2% | +260.7% |
| All | +5,193.2% | +482.5% | +4,710.7% | +1,955.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling