+373.5%
FCX vs CSX
+415.8%
-42.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.5% |
| 7D | -0.3% | +6.0% | -6.3% | -4.5% |
| 30D | -14.7% | +7.8% | -22.5% | -19.9% |
| 3M | -11.2% | +4.1% | -15.3% | -14.5% |
| 6M | -11.4% | +17.9% | -29.3% | -23.2% |
| YTD | +17.7% | +44.9% | -27.2% | -13.7% |
| 1Y | +47.5% | +51.1% | -3.7% | +4.7% |
| 3Y | +83.9% | +78.3% | +5.6% | +10.2% |
| 5Y | +54.0% | +58.1% | -4.1% | +0.8% |
| All | +373.5% | +415.8% | -42.3% | +86.7% |
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