+42.1%
CSX vs FRMI
-93.8%
+135.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -3.4% |
| 7D | -5.5% | -39.8% | +34.3% | -5.1% |
| 30D | +4.9% | -60.5% | +65.4% | +5.7% |
| 3M | -2.9% | -74.6% | +71.8% | -1.7% |
| 6M | +8.3% | -71.8% | +80.1% | +9.1% |
| YTD | +36.7% | -80.4% | +117.1% | +38.1% |
| 1Y | +41.5% | -93.9% | +135.4% | +42.2% |
| All | +42.1% | -93.8% | +135.9% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling