+406.5%
CSX vs FTAI
+2,582.9%
-2,176.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.1% |
| 7D | -3.4% | +0.7% | -4.0% | -3.5% |
| 30D | -3.1% | -12.1% | +9.0% | -1.3% |
| 3M | +7.2% | -21.3% | +28.5% | +10.3% |
| 6M | +16.2% | -30.2% | +46.4% | +20.6% |
| YTD | +37.5% | +0.3% | +37.3% | +33.6% |
| 1Y | +53.2% | +27.2% | +26.1% | +41.5% |
| 3Y | +68.2% | +443.9% | -375.6% | +3.6% |
| 5Y | +65.2% | +853.5% | -788.3% | -14.2% |
| 10Y | +504.1% | +3,169.1% | -2,664.9% | +122.2% |
| All | +406.5% | +2,582.9% | -2,176.4% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling