+49.9%
F vs CSX
+75.3%
-25.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.3% |
| 7D | +1.0% | +0.7% | +0.3% | +0.5% |
| 30D | +2.1% | +8.1% | -6.0% | -2.2% |
| 3M | -10.3% | +2.2% | -12.5% | -11.4% |
| 6M | +3.3% | +14.6% | -11.3% | -5.2% |
| YTD | -2.0% | +42.2% | -44.2% | -21.4% |
| 1Y | -2.3% | +47.3% | -49.6% | -23.3% |
| 3Y | +49.9% | +73.5% | -23.6% | +5.8% |
| All | +49.9% | +75.3% | -25.4% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling