+41.5%
CSX vs FLUT
-62.4%
+103.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -3.3% |
| 7D | -5.5% | -1.1% | -4.4% | -5.5% |
| 30D | +4.9% | +7.7% | -2.8% | +4.6% |
| 3M | -2.9% | -12.2% | +9.3% | -2.5% |
| 6M | +8.3% | -17.6% | +25.9% | +8.8% |
| YTD | +36.7% | -62.0% | +98.7% | +47.8% |
| 1Y | +41.5% | -62.3% | +103.8% | +52.8% |
| All | +41.5% | -62.4% | +103.9% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling