-83.2%
FIG vs CSX
+46.2%
-129.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.8% | +0.4% | +2.9% |
| 7D | -12.6% | -2.2% | -10.4% | -12.4% |
| 30D | -13.8% | +6.8% | -20.6% | -13.7% |
| 3M | -16.7% | +0.7% | -17.4% | -16.9% |
| 6M | -6.1% | +13.3% | -19.4% | -6.5% |
| YTD | -48.1% | +40.5% | -88.6% | -51.9% |
| 1Y | -56.2% | +44.7% | -100.8% | -60.3% |
| All | -83.2% | +46.2% | -129.5% | -85.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling