+95.6%
F vs CSX
+504.4%
-408.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.0% |
| 7D | +5.3% | -3.4% | +8.7% | +7.4% |
| 30D | +4.6% | -3.1% | +7.7% | +6.4% |
| 3M | -3.7% | +7.2% | -10.8% | -7.9% |
| 6M | +16.8% | +16.2% | +0.7% | +5.9% |
| YTD | +15.3% | +37.5% | -22.3% | -5.6% |
| 1Y | +31.0% | +53.2% | -22.2% | +0.5% |
| 3Y | +45.4% | +68.2% | -22.8% | +4.4% |
| 5Y | +54.7% | +65.2% | -10.6% | +12.1% |
| All | +95.6% | +504.4% | -408.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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