+416.4%
CSX vs FLUT
-22.9%
+439.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.3% |
| 7D | -0.3% | +4.5% | -4.8% | -0.6% |
| 30D | +8.7% | +9.2% | -0.5% | +7.9% |
| 3M | +4.2% | -13.7% | +17.9% | +5.1% |
| 6M | +16.7% | -9.0% | +25.7% | +16.9% |
| YTD | +44.5% | -60.2% | +104.7% | +54.0% |
| 1Y | +50.3% | -63.1% | +113.4% | +61.0% |
| 3Y | +76.3% | -42.5% | +118.8% | +82.3% |
| 5Y | +58.1% | -47.6% | +105.7% | +61.7% |
| 10Y | +416.4% | -22.9% | +439.3% | +412.2% |
| All | +416.4% | -22.9% | +439.3% | +412.2% |
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