-83.9%
FIG vs CSX
+48.0%
-131.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.2% | -5.2% | -4.1% |
| 7D | -11.4% | +0.7% | -12.1% | -11.3% |
| 30D | -17.2% | +8.1% | -25.3% | -17.2% |
| 3M | -26.6% | +2.2% | -28.8% | -26.9% |
| 6M | -9.8% | +14.6% | -24.4% | -10.3% |
| YTD | -50.1% | +42.2% | -92.3% | -53.9% |
| 1Y | -58.1% | +47.3% | -105.4% | -62.1% |
| All | -83.9% | +48.0% | -131.9% | -86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling