+427.3%
CSX vs USFR
+28.5%
+398.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | +0.1% | -5.6% | -5.6% |
| 30D | +4.9% | +0.4% | +4.5% | +4.4% |
| 3M | -2.9% | +1.1% | -3.9% | -4.1% |
| 6M | +8.3% | +2.1% | +6.3% | +5.6% |
| YTD | +36.7% | +3.4% | +33.3% | +31.1% |
| 1Y | +41.5% | +4.1% | +37.4% | +34.4% |
| 3Y | +68.6% | +14.4% | +54.2% | +41.4% |
| 5Y | +48.4% | +21.3% | +27.1% | +14.6% |
| All | +427.3% | +28.5% | +398.8% | +297.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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