+67.3%
F vs CSX
+415.8%
-348.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -3.1% | +6.0% | -9.1% | -6.4% |
| 30D | 0.0% | +7.8% | -7.8% | -4.5% |
| 3M | -13.2% | +4.1% | -17.3% | -15.5% |
| 6M | -10.2% | +17.9% | -28.1% | -19.3% |
| YTD | -4.9% | +44.9% | -49.8% | -24.8% |
| 1Y | -6.1% | +51.1% | -57.2% | -27.5% |
| 3Y | +46.0% | +78.3% | -32.3% | +0.7% |
| 5Y | -15.7% | +58.1% | -73.8% | -37.8% |
| All | +67.3% | +415.8% | -348.5% | -19.1% |
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