-52.0%
FIG vs CSX
+49.3%
-101.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +2.8% |
| 7D | +3.4% | +6.0% | -2.6% | +3.5% |
| 30D | -9.5% | +7.8% | -17.3% | -8.7% |
| 3M | -26.2% | +4.1% | -30.3% | -26.3% |
| 6M | +2.7% | +17.9% | -15.2% | +6.1% |
| YTD | -48.0% | +44.9% | -92.8% | -46.9% |
| 1Y | -52.0% | +51.1% | -103.2% | -54.2% |
| All | -52.0% | +49.3% | -101.3% | -54.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling