+29.3%
CSX vs FPS
-17.4%
+46.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.0% | +6.1% | +1.2% |
| 7D | +0.7% | -20.9% | +21.6% | +0.7% |
| 30D | +8.1% | -46.3% | +54.4% | +9.0% |
| 3M | +2.2% | -42.9% | +45.1% | +2.8% |
| 6M | +14.6% | -46.8% | +61.4% | +13.0% |
| All | +29.3% | -17.4% | +46.7% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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