+248.7%
CSX vs FND
+61.4%
+187.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.4% | +5.3% | +2.0% |
| 7D | +3.1% | -5.1% | +8.2% | +4.3% |
| 30D | +9.7% | +9.2% | +0.5% | +7.2% |
| 3M | +4.9% | -17.7% | +22.6% | +9.3% |
| 6M | +18.4% | +2.5% | +15.9% | +15.8% |
| YTD | +45.9% | -19.8% | +65.7% | +49.8% |
| 1Y | +50.0% | -22.7% | +72.6% | +55.1% |
| 3Y | +78.0% | -38.3% | +116.3% | +86.8% |
| 5Y | +59.2% | -63.0% | +122.1% | +81.4% |
| All | +248.7% | +61.4% | +187.3% | +158.7% |
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