+50.3%
CSX vs FRMI
-92.4%
+142.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +17.5% | -15.9% | +1.4% |
| 7D | -0.3% | -0.5% | +0.3% | -0.3% |
| 30D | +8.7% | -44.3% | +53.0% | +9.3% |
| 3M | +4.2% | -74.6% | +78.8% | +5.8% |
| 6M | +16.7% | -66.3% | +83.0% | +17.4% |
| YTD | +44.5% | -77.4% | +121.9% | +46.2% |
| 1Y | +50.3% | -91.7% | +142.0% | +54.3% |
| All | +50.3% | -92.4% | +142.7% | +54.3% |
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