+77.1%
CSX vs FRSH
-70.6%
+147.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +1.3% |
| 7D | -3.4% | -8.2% | +4.8% | -2.7% |
| 30D | -3.1% | +10.5% | -13.6% | -4.0% |
| 3M | +7.2% | +32.7% | -25.6% | +4.2% |
| 6M | +16.2% | +50.3% | -34.1% | +11.1% |
| YTD | +37.5% | +3.9% | +33.6% | +36.0% |
| 1Y | +53.2% | -2.2% | +55.4% | +52.4% |
| 3Y | +68.2% | -42.9% | +111.1% | +73.2% |
| All | +77.1% | -70.6% | +147.6% | +75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling