+661.8%
FCX vs CSX
+501.4%
+160.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | -0.4% |
| 7D | -4.9% | -3.4% | -1.5% | -2.3% |
| 30D | +4.8% | -3.1% | +7.9% | +7.5% |
| 3M | +4.6% | +7.2% | -2.6% | -1.4% |
| 6M | +10.8% | +16.2% | -5.3% | -2.8% |
| YTD | +44.2% | +37.5% | +6.7% | +10.9% |
| 1Y | +59.6% | +53.2% | +6.3% | +12.7% |
| 3Y | +82.2% | +68.2% | +14.0% | +15.0% |
| 5Y | +115.6% | +65.2% | +50.4% | +36.5% |
| All | +661.8% | +501.4% | +160.5% | +132.8% |
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