+51.1%
CSX vs FND
-24.7%
+75.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.3% |
| 7D | +6.0% | -6.8% | +12.8% | +7.0% |
| 30D | +7.8% | +8.0% | -0.2% | +6.6% |
| 3M | +4.1% | -18.9% | +23.0% | +6.3% |
| 6M | +17.9% | +4.7% | +13.2% | +15.8% |
| YTD | +44.9% | -21.6% | +66.5% | +46.3% |
| 1Y | +51.1% | -22.0% | +73.2% | +52.6% |
| All | +51.1% | -24.7% | +75.8% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling