+418.4%
CSX vs FLUT
-26.1%
+444.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.1% | +1.3% |
| 7D | +3.1% | -1.2% | +4.3% | +3.2% |
| 30D | +9.7% | +5.0% | +4.7% | +9.3% |
| 3M | +4.9% | -16.4% | +21.3% | +6.1% |
| 6M | +18.4% | -14.6% | +32.9% | +19.2% |
| YTD | +45.9% | -61.9% | +107.8% | +56.0% |
| 1Y | +50.0% | -65.0% | +115.0% | +61.3% |
| 3Y | +78.0% | -44.8% | +122.8% | +84.6% |
| 5Y | +59.2% | -49.9% | +109.1% | +63.3% |
| All | +418.4% | -26.1% | +444.4% | +415.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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