-54.0%
FIG vs CSX
+54.0%
-108.0%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.9% | -5.2% | -4.3% |
| 7D | -16.3% | -3.4% | -12.9% | -16.5% |
| 30D | -14.3% | -3.1% | -11.2% | -14.5% |
| 3M | +7.2% | +7.2% | 0.0% | +7.2% |
| 6M | -18.6% | +16.2% | -34.8% | -21.2% |
| YTD | -35.5% | +37.5% | -73.0% | -43.1% |
| All | -54.0% | +54.0% | -108.0% | -65.2% |
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