+417.5%
CSX vs FTAI
+2,617.7%
-2,200.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +10.3% | -7.5% | +1.2% |
| 7D | -2.2% | +0.5% | -2.8% | -2.7% |
| 30D | +6.8% | +17.0% | -10.2% | +3.4% |
| 3M | +0.7% | -7.8% | +8.5% | +0.8% |
| 6M | +13.3% | -26.2% | +39.4% | +16.3% |
| YTD | +40.5% | +1.6% | +39.0% | +34.9% |
| 1Y | +44.7% | +22.2% | +22.5% | +34.0% |
| 3Y | +74.5% | +415.7% | -341.2% | +8.1% |
| 5Y | +52.0% | +932.0% | -880.0% | -23.0% |
| 10Y | +412.6% | +3,000.8% | -2,588.1% | +88.4% |
| All | +417.5% | +2,617.7% | -2,200.3% | +91.9% |
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