+226.8%
CSX vs FND
+69.4%
+157.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -3.3% |
| 7D | -5.5% | +7.7% | -13.2% | -7.3% |
| 30D | +4.9% | +11.9% | -6.9% | +2.0% |
| 3M | -2.9% | -14.6% | +11.7% | +0.2% |
| 6M | +8.3% | +0.5% | +7.9% | +6.5% |
| YTD | +36.7% | -15.8% | +52.6% | +38.9% |
| 1Y | +41.5% | -12.9% | +54.4% | +42.3% |
| 3Y | +68.6% | -34.2% | +102.8% | +74.3% |
| 5Y | +48.4% | -61.6% | +110.0% | +67.8% |
| All | +226.8% | +69.4% | +157.4% | +139.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling