+72.2%
CSX vs FGI
-4.4%
+76.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.5% | -6.7% | +0.9% |
| 7D | -3.4% | +0.5% | -3.9% | -3.4% |
| 30D | -3.1% | +65.4% | -68.5% | -3.2% |
| 3M | +7.2% | +23.5% | -16.3% | +7.1% |
| 6M | +16.2% | +60.5% | -44.4% | +15.9% |
| YTD | +37.5% | +30.0% | +7.5% | +37.2% |
| 1Y | +53.2% | +82.1% | -28.8% | +53.2% |
| All | +72.2% | -4.4% | +76.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 3y: compounded portfolio wealth divided by compounded FGI 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…
3y analysis · Full analysis span regression · 6 months rolling