+47.1%
CSX vs FRMI
-93.1%
+140.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -10.6% | +13.2% | +2.7% |
| 7D | +0.1% | -39.7% | +39.9% | +0.7% |
| 30D | +9.7% | -55.2% | +64.9% | +10.7% |
| 3M | +2.3% | -71.2% | +73.4% | +3.8% |
| 6M | +17.1% | -64.1% | +81.2% | +17.7% |
| YTD | +44.9% | -77.2% | +122.1% | +46.7% |
| 1Y | +47.1% | -93.2% | +140.3% | +51.6% |
| All | +47.1% | -93.1% | +140.2% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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