+587.8%
CSX vs USFR
+27.5%
+560.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -3.4% | +0.1% | -3.4% | -3.4% |
| 30D | -3.1% | +0.3% | -3.4% | -3.3% |
| 3M | +7.2% | +1.0% | +6.2% | +6.2% |
| 6M | +16.2% | +1.9% | +14.2% | +14.2% |
| YTD | +37.5% | +2.6% | +34.9% | +34.4% |
| 1Y | +53.2% | +4.0% | +49.2% | +48.0% |
| 3Y | +68.2% | +14.1% | +54.1% | +49.5% |
| 5Y | +65.2% | +20.4% | +44.8% | +39.9% |
| 10Y | +504.1% | +28.0% | +476.1% | +387.6% |
| All | +587.8% | +27.5% | +560.2% | +449.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling