-5.0%
FIG vs CSX
+13.7%
-18.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.3% | -14.3% | -16.4% |
| 7D | -17.4% | -2.7% | -14.7% | -17.2% |
| 30D | -15.9% | +7.0% | -22.9% | -15.0% |
| 3M | -34.5% | -0.3% | -34.2% | -35.7% |
| 6M | -5.0% | +13.5% | -18.6% | +5.4% |
| All | -5.0% | +13.7% | -18.8% | +5.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling