+386.3%
FCX vs CSX
+416.0%
-29.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -4.1% |
| 7D | -2.4% | +0.7% | -3.1% | -2.9% |
| 30D | -18.0% | +8.1% | -26.1% | -23.2% |
| 3M | -14.3% | +2.2% | -16.5% | -16.4% |
| 6M | -1.7% | +14.6% | -16.3% | -13.0% |
| YTD | +19.8% | +42.2% | -22.3% | -10.9% |
| 1Y | +48.6% | +47.3% | +1.3% | +7.6% |
| 3Y | +85.8% | +73.5% | +12.3% | +13.7% |
| 5Y | +72.2% | +54.1% | +18.1% | +14.9% |
| 10Y | +386.3% | +409.0% | -22.7% | +96.3% |
| All | +386.3% | +416.0% | -29.7% | +96.3% |
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