+67.8%
CSX vs FTV
+2.3%
+65.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.3% |
| 7D | -3.4% | -4.5% | +1.1% | -1.3% |
| 30D | -3.1% | -7.1% | +4.0% | +0.2% |
| 3M | +7.2% | -7.2% | +14.3% | +10.4% |
| 6M | +16.2% | -1.5% | +17.7% | +16.0% |
| YTD | +37.5% | +3.5% | +34.1% | +33.2% |
| 1Y | +53.2% | +20.3% | +32.9% | +37.0% |
| 3Y | +68.2% | -3.1% | +71.4% | +65.2% |
| All | +67.8% | +2.3% | +65.5% | +52.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling