+48.2%
CSX vs FLUT
-50.5%
+98.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -3.2% |
| 7D | -5.5% | -1.1% | -4.4% | -5.5% |
| 30D | +4.9% | +7.7% | -2.8% | +4.1% |
| 3M | -2.9% | -12.2% | +9.3% | -1.9% |
| 6M | +8.3% | -17.6% | +25.9% | +9.7% |
| YTD | +36.7% | -62.0% | +98.7% | +50.7% |
| 1Y | +41.5% | -62.3% | +103.8% | +55.8% |
| 3Y | +68.6% | -52.0% | +120.6% | +79.3% |
| All | +48.2% | -50.5% | +98.7% | +54.7% |
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