+72.2%
CSX vs FTI
+314.3%
-242.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.4% | +5.3% | -8.7% | -4.3% |
| 30D | -3.1% | +15.3% | -18.4% | -5.6% |
| 3M | +7.2% | +15.8% | -8.6% | +4.2% |
| 6M | +16.2% | +22.6% | -6.4% | +11.4% |
| YTD | +37.5% | +79.5% | -42.0% | +23.2% |
| 1Y | +53.2% | +102.0% | -48.8% | +34.0% |
| All | +72.2% | +314.3% | -242.1% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling