+4,902.5%
CSX vs FLUT
+2,054.3%
+2,848.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.0% |
| 7D | -3.4% | -1.6% | -1.7% | -3.3% |
| 30D | -3.1% | +7.7% | -10.8% | -3.5% |
| 3M | +7.2% | -0.7% | +7.9% | +7.0% |
| 6M | +16.2% | -11.2% | +27.3% | +16.5% |
| YTD | +37.5% | -53.4% | +91.0% | +41.9% |
| 1Y | +53.2% | -65.8% | +119.0% | +60.2% |
| 3Y | +68.2% | -44.9% | +113.2% | +71.6% |
| 5Y | +65.2% | -49.7% | +114.9% | +67.4% |
| 10Y | +504.1% | -9.7% | +513.8% | +496.9% |
| All | +4,902.5% | +2,054.3% | +2,848.2% | +4,507.4% |
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