+228.8%
CSX vs FND
+66.0%
+162.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.5% |
| 7D | -3.4% | -5.2% | +1.8% | -2.2% |
| 30D | -3.1% | -19.9% | +16.8% | +1.9% |
| 3M | +7.2% | +2.7% | +4.5% | +5.4% |
| 6M | +16.2% | -21.7% | +37.8% | +21.2% |
| YTD | +37.5% | -17.5% | +55.1% | +40.9% |
| 1Y | +53.2% | -39.3% | +92.5% | +68.3% |
| 3Y | +68.2% | -49.8% | +118.0% | +86.4% |
| 5Y | +65.2% | -60.1% | +125.3% | +84.8% |
| All | +228.8% | +66.0% | +162.7% | +143.3% |
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 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