+65.5%
CSX vs FTAI
+891.0%
-825.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +0.6% | +3.9% | -3.3% | +0.2% |
| 30D | -2.3% | -8.8% | +6.6% | -1.5% |
| 3M | +4.3% | -14.5% | +18.8% | +5.3% |
| 6M | +23.4% | -24.0% | +47.4% | +25.1% |
| YTD | +36.4% | +0.5% | +35.9% | +34.1% |
| 1Y | +53.0% | +19.1% | +33.9% | +47.1% |
| 3Y | +70.6% | +460.7% | -390.1% | +20.1% |
| 5Y | +65.5% | +947.3% | -881.9% | -0.1% |
| All | +65.5% | +891.0% | -825.5% | -0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling