+427.3%
CSX vs FTV
+109.5%
+317.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -5.5% | +0.2% | -5.7% | -5.7% |
| 30D | +4.9% | +15.7% | -10.7% | -3.6% |
| 3M | -2.9% | +7.5% | -10.4% | -7.1% |
| 6M | +8.3% | +8.5% | -0.1% | +2.5% |
| YTD | +36.7% | +18.8% | +17.9% | +21.1% |
| 1Y | +41.5% | +28.5% | +13.0% | +19.4% |
| 3Y | +68.6% | +34.0% | +34.6% | +35.2% |
| 5Y | +48.4% | +12.6% | +35.8% | +29.9% |
| All | +427.3% | +109.5% | +317.8% | +211.5% |
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