+53.0%
CSX vs FOXA
+7.2%
+45.8%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +0.6% | -0.6% | +1.2% | +0.6% |
| 30D | -2.3% | +2.3% | -4.6% | -2.4% |
| 3M | +4.3% | -2.8% | +7.1% | +5.0% |
| 6M | +23.4% | +9.6% | +13.8% | +22.2% |
| YTD | +36.4% | -9.9% | +46.3% | +39.4% |
| 1Y | +53.0% | +5.4% | +47.7% | +51.1% |
| All | +53.0% | +7.2% | +45.8% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling