+403.5%
CSX vs FTAI
+2,364.0%
-1,960.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +11.0% | -14.3% | -5.0% |
| 7D | -5.5% | -3.7% | -1.8% | -5.3% |
| 30D | +4.9% | +3.1% | +1.8% | +3.6% |
| 3M | -2.9% | -18.3% | +15.5% | -0.9% |
| 6M | +8.3% | -36.6% | +45.0% | +14.0% |
| YTD | +36.7% | -7.9% | +44.6% | +33.3% |
| 1Y | +41.5% | +12.0% | +29.5% | +32.8% |
| 3Y | +68.6% | +361.5% | -292.9% | +6.4% |
| 5Y | +48.4% | +819.9% | -771.4% | -23.3% |
| 10Y | +446.6% | +2,737.4% | -2,290.8% | +103.7% |
| All | +403.5% | +2,364.0% | -1,960.5% | +89.6% |
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