+70.6%
CSX vs FRSH
-48.3%
+119.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.5% |
| 7D | +0.6% | -10.1% | +10.7% | +1.3% |
| 30D | -2.3% | +2.2% | -4.5% | -2.5% |
| 3M | +4.3% | +28.6% | -24.3% | +2.2% |
| 6M | +23.4% | +40.2% | -16.8% | +19.7% |
| YTD | +36.4% | -1.2% | +37.6% | +36.8% |
| 1Y | +53.0% | -7.9% | +61.0% | +54.6% |
| 3Y | +70.6% | -44.7% | +115.4% | +75.3% |
| All | +70.6% | -48.3% | +119.0% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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