+246.3%
CSX vs FND
+57.9%
+188.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.1% |
| 7D | +6.0% | -6.8% | +12.8% | +7.7% |
| 30D | +7.8% | +8.0% | -0.2% | +5.6% |
| 3M | +4.1% | -18.9% | +23.0% | +8.8% |
| 6M | +17.9% | +4.7% | +13.2% | +14.7% |
| YTD | +44.9% | -21.6% | +66.5% | +49.6% |
| 1Y | +51.1% | -22.0% | +73.2% | +56.0% |
| 3Y | +78.3% | -40.4% | +118.7% | +88.6% |
| 5Y | +58.1% | -63.8% | +121.9% | +81.1% |
| All | +246.3% | +57.9% | +188.5% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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