+490.1%
CSX vs FTI
+311.9%
+178.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.4% | +5.3% | -8.7% | -4.5% |
| 30D | -3.1% | +15.3% | -18.4% | -6.2% |
| 3M | +7.2% | +15.8% | -8.6% | +3.4% |
| 6M | +16.2% | +22.6% | -6.4% | +10.3% |
| YTD | +37.5% | +79.5% | -42.0% | +19.7% |
| 1Y | +53.2% | +102.0% | -48.8% | +29.4% |
| 3Y | +68.2% | +315.8% | -247.6% | +17.3% |
| 5Y | +65.2% | +1,129.5% | -1,064.3% | -15.8% |
| All | +490.1% | +311.9% | +178.2% | +211.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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