+504.6%
CSX vs FN
+900.0%
-395.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.3% | +0.4% |
| 7D | -3.4% | -1.7% | -1.7% | -3.1% |
| 30D | -3.1% | -22.0% | +18.9% | 0.0% |
| 3M | +7.2% | -43.0% | +50.2% | +14.9% |
| 6M | +16.2% | -27.7% | +43.9% | +18.2% |
| YTD | +37.5% | -10.5% | +48.1% | +33.9% |
| 1Y | +53.2% | +12.5% | +40.7% | +42.0% |
| 3Y | +68.2% | +153.8% | -85.6% | +23.7% |
| 5Y | +65.2% | +288.0% | -222.8% | +5.0% |
| All | +504.6% | +900.0% | -395.4% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling