+46.1%
CSX vs FRMI
-93.4%
+139.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.7% | -3.0% | +2.7% |
| 7D | -2.2% | -24.7% | +22.5% | -2.0% |
| 30D | +6.8% | -51.6% | +58.4% | +7.4% |
| 3M | +0.7% | -73.1% | +73.8% | +1.8% |
| 6M | +13.3% | -68.3% | +81.5% | +13.9% |
| YTD | +40.5% | -79.3% | +119.8% | +41.9% |
| 1Y | +44.7% | -93.2% | +137.9% | +45.4% |
| All | +46.1% | -93.4% | +139.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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