+409.0%
CSX vs FTV
+107.5%
+301.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.7% |
| 7D | +0.7% | +1.4% | -0.7% | -0.1% |
| 30D | +8.1% | +18.3% | -10.2% | -1.9% |
| 3M | +2.2% | +9.8% | -7.6% | -3.4% |
| 6M | +14.6% | +12.3% | +2.3% | +6.3% |
| YTD | +42.2% | +23.1% | +19.1% | +23.5% |
| 1Y | +47.3% | +32.5% | +14.8% | +22.3% |
| 3Y | +73.5% | +38.3% | +35.2% | +36.8% |
| 5Y | +54.1% | +16.8% | +37.3% | +32.1% |
| 10Y | +409.0% | +106.6% | +302.4% | +207.6% |
| All | +409.0% | +107.5% | +301.5% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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