+445.7%
CSX vs FN
+663.9%
-218.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +11.9% | -0.4% |
| 7D | -2.7% | -16.0% | +13.3% | -0.8% |
| 30D | +7.0% | -40.1% | +47.1% | +14.0% |
| 3M | -0.3% | -43.9% | +43.6% | +6.4% |
| 6M | +13.5% | -55.6% | +69.2% | +23.8% |
| YTD | +41.5% | -35.7% | +77.2% | +42.5% |
| 1Y | +45.8% | -39.8% | +85.6% | +47.7% |
| 3Y | +74.4% | +80.3% | -5.9% | +33.5% |
| 5Y | +53.6% | +143.3% | -89.7% | +5.2% |
| All | +445.7% | +663.9% | -218.3% | +181.2% |
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