-83.6%
FIG vs CSX
+50.4%
-133.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.7% |
| 7D | -14.3% | -0.3% | -14.0% | -14.3% |
| 30D | -13.6% | +8.7% | -22.3% | -13.8% |
| 3M | -23.7% | +4.2% | -27.9% | -24.1% |
| 6M | -5.4% | +16.7% | -22.1% | -6.0% |
| YTD | -49.2% | +44.5% | -93.7% | -53.1% |
| 1Y | -57.4% | +50.3% | -107.6% | -61.6% |
| All | -83.6% | +50.4% | -133.9% | -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