+414.9%
CSX vs FTV
+109.2%
+305.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.0% | +3.9% | +2.1% | +3.7% |
| 30D | +7.8% | +18.7% | -10.8% | -2.3% |
| 3M | +4.1% | +10.0% | -5.9% | -1.7% |
| 6M | +17.9% | +14.6% | +3.4% | +8.2% |
| YTD | +44.9% | +23.4% | +21.5% | +25.6% |
| 1Y | +51.1% | +31.3% | +19.8% | +26.2% |
| 3Y | +78.3% | +39.8% | +38.5% | +39.6% |
| 5Y | +58.1% | +17.7% | +40.4% | +34.9% |
| All | +414.9% | +109.2% | +305.7% | +211.2% |
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