-83.7%
FIG vs CSX
+42.3%
-126.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.4% | +5.4% | +2.3% |
| 7D | -13.1% | -5.5% | -7.6% | -12.7% |
| 30D | -13.0% | +4.9% | -17.9% | -12.6% |
| 3M | -21.5% | -2.9% | -18.7% | -21.5% |
| 6M | -2.5% | +8.3% | -10.8% | -2.6% |
| YTD | -49.7% | +36.7% | -86.4% | -53.2% |
| 1Y | -59.1% | +41.5% | -100.6% | -62.9% |
| All | -83.7% | +42.3% | -126.0% | -86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling