+53.6%
CSX vs FLUT
-52.8%
+106.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.8% | -2.5% |
| 7D | -2.7% | +4.8% | -7.5% | -3.2% |
| 30D | +7.0% | +8.8% | -1.8% | +6.0% |
| 3M | -0.3% | -10.7% | +10.4% | +0.5% |
| 6M | +13.5% | -19.7% | +33.2% | +15.3% |
| YTD | +41.5% | -61.4% | +102.9% | +55.7% |
| 1Y | +45.8% | -61.6% | +107.4% | +60.2% |
| 3Y | +74.4% | -51.4% | +125.8% | +85.2% |
| 5Y | +53.6% | -51.0% | +104.6% | +60.2% |
| All | +53.6% | -52.8% | +106.4% | +60.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling