+5,046.3%
CSX vs FLUT
+1,685.4%
+3,360.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.8% | -2.4% |
| 7D | -2.7% | +4.8% | -7.5% | -2.9% |
| 30D | +7.0% | +8.8% | -1.8% | +6.6% |
| 3M | -0.3% | -10.7% | +10.4% | +0.1% |
| 6M | +13.5% | -19.7% | +33.2% | +14.3% |
| YTD | +41.5% | -61.4% | +102.9% | +47.1% |
| 1Y | +45.8% | -61.6% | +107.4% | +51.5% |
| 3Y | +74.4% | -51.4% | +125.8% | +78.9% |
| 5Y | +53.6% | -51.0% | +104.6% | +56.1% |
| 10Y | +465.6% | -25.2% | +490.8% | +463.2% |
| All | +5,046.3% | +1,685.4% | +3,360.8% | +4,676.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling