+55.6%
CSX vs FTV
+16.9%
+38.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.2% | +0.8% |
| 7D | +0.7% | +1.4% | -0.7% | +0.1% |
| 30D | +8.1% | +18.3% | -10.2% | -0.1% |
| 3M | +2.2% | +9.8% | -7.6% | -2.3% |
| 6M | +14.6% | +12.3% | +2.3% | +7.9% |
| YTD | +42.2% | +23.1% | +19.1% | +26.8% |
| 1Y | +47.3% | +32.5% | +14.8% | +26.4% |
| 3Y | +73.5% | +38.3% | +35.2% | +42.6% |
| All | +55.6% | +16.9% | +38.7% | +35.7% |
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