+60.0%
CSX vs FIGR
-32.8%
+92.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.6% | -2.0% | +1.6% |
| 7D | -0.3% | +5.1% | -5.4% | -0.2% |
| 30D | +8.7% | -15.0% | +23.7% | +8.6% |
| 3M | +4.2% | -13.1% | +17.3% | +4.3% |
| 6M | +16.7% | -37.9% | +54.6% | +16.6% |
| YTD | +44.5% | -40.8% | +85.2% | +43.8% |
| 1Y | +50.3% | -33.1% | +83.4% | +49.6% |
| All | +60.0% | -32.8% | +92.8% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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