+412.6%
CSX vs FTV
+113.3%
+299.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.1% | +1.3% |
| 7D | -2.2% | +0.4% | -2.6% | -2.4% |
| 30D | +6.8% | +17.2% | -10.4% | -2.5% |
| 3M | +0.7% | +8.9% | -8.2% | -4.3% |
| 6M | +13.3% | +11.3% | +2.0% | +5.6% |
| YTD | +40.5% | +21.9% | +18.6% | +22.7% |
| 1Y | +44.7% | +31.6% | +13.1% | +20.6% |
| 3Y | +74.5% | +38.1% | +36.4% | +37.6% |
| 5Y | +52.0% | +15.7% | +36.3% | +31.0% |
| 10Y | +412.6% | +107.5% | +305.2% | +209.6% |
| All | +412.6% | +113.3% | +299.3% | +209.6% |
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