+72.2%
CSX vs FOXA
+119.1%
-46.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +1.5% |
| 7D | -3.4% | -4.0% | +0.6% | -2.6% |
| 30D | -3.1% | +12.0% | -15.1% | -5.5% |
| 3M | +7.2% | +0.3% | +6.9% | +6.7% |
| 6M | +16.2% | +12.5% | +3.7% | +11.5% |
| YTD | +37.5% | -9.6% | +47.2% | +41.0% |
| 1Y | +53.2% | +8.6% | +44.6% | +46.9% |
| All | +72.2% | +119.1% | -46.9% | +33.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling