+414.9%
CSX vs USFR
+28.6%
+386.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +7.8% | +0.4% | +7.4% | +7.3% |
| 3M | +4.1% | +1.1% | +3.0% | +2.7% |
| 6M | +17.9% | +2.0% | +15.9% | +15.0% |
| YTD | +44.9% | +3.5% | +41.4% | +38.7% |
| 1Y | +51.1% | +4.1% | +47.1% | +43.5% |
| 3Y | +78.3% | +14.4% | +63.9% | +49.3% |
| 5Y | +58.1% | +21.4% | +36.7% | +21.7% |
| All | +414.9% | +28.6% | +386.4% | +285.1% |
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