+124.1%
CSX vs FOXA
+94.4%
+29.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.8% | -2.9% |
| 7D | -5.5% | +5.4% | -10.9% | -7.2% |
| 30D | +4.9% | +6.3% | -1.3% | +2.7% |
| 3M | -2.9% | +8.3% | -11.2% | -5.8% |
| 6M | +8.3% | +7.6% | +0.8% | +3.7% |
| YTD | +36.7% | -7.9% | +44.7% | +37.8% |
| 1Y | +41.5% | +2.4% | +39.1% | +36.9% |
| 3Y | +68.6% | +120.3% | -51.7% | +19.8% |
| 5Y | +48.4% | +71.0% | -22.6% | +13.9% |
| All | +124.1% | +94.4% | +29.7% | +36.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling