+123.6%
CSX vs FOXA
+90.3%
+33.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.6% | -0.6% | +1.2% | +0.8% |
| 30D | -2.3% | +2.3% | -4.6% | -3.2% |
| 3M | +4.3% | -2.8% | +7.1% | +4.0% |
| 6M | +23.4% | +9.6% | +13.8% | +17.3% |
| YTD | +36.4% | -9.9% | +46.3% | +38.8% |
| 1Y | +53.0% | +5.4% | +47.7% | +46.2% |
| 3Y | +70.6% | +115.3% | -44.6% | +22.2% |
| 5Y | +65.5% | +93.1% | -27.6% | +20.4% |
| All | +123.6% | +90.3% | +33.3% | +37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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