+61.4%
FCX vs CSX
+57.6%
+3.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.6% | +1.4% | +2.0% |
| 7D | -0.8% | -0.3% | -0.5% | -0.6% |
| 30D | -15.1% | +8.7% | -23.7% | -19.9% |
| 3M | -9.6% | +4.2% | -13.8% | -12.4% |
| 6M | -3.1% | +16.7% | -19.7% | -13.7% |
| YTD | +23.4% | +44.5% | -21.0% | -6.1% |
| 1Y | +52.7% | +50.3% | +2.4% | +13.0% |
| 3Y | +91.4% | +76.3% | +15.1% | +18.5% |
| All | +61.4% | +57.6% | +3.8% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling