+418.4%
CSX vs FTAI
+2,699.0%
-2,280.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.6% |
| 7D | +3.1% | +12.9% | -9.8% | +1.0% |
| 30D | +9.7% | +9.9% | -0.1% | +7.2% |
| 3M | +4.9% | -19.1% | +24.0% | +7.1% |
| 6M | +18.4% | -30.9% | +49.2% | +22.7% |
| YTD | +45.9% | -6.3% | +52.2% | +41.6% |
| 1Y | +50.0% | +20.0% | +29.9% | +39.0% |
| 3Y | +78.0% | +363.0% | -285.0% | +10.7% |
| 5Y | +59.2% | +864.8% | -805.6% | -20.6% |
| All | +418.4% | +2,699.0% | -2,280.6% | +91.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTAI.
Daily Out/Under-Performance
Portfolio return minus FTAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTAI 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 10y: compounded portfolio wealth divided by compounded FTAI 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…
10y analysis · Full analysis span regression · 6 months rolling