+48.6%
FCX vs CSX
+47.0%
+1.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | -18.0% | +8.1% | -26.1% | -20.0% |
| 3M | -14.3% | +2.2% | -16.5% | -14.4% |
| 6M | -1.7% | +14.6% | -16.3% | -7.9% |
| YTD | +19.8% | +42.2% | -22.3% | -4.4% |
| 1Y | +48.6% | +47.3% | +1.3% | +13.5% |
| All | +48.6% | +47.0% | +1.7% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling