+48.2%
CSX vs FTI
+776.4%
-728.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -3.9% |
| 7D | -5.5% | -7.6% | +2.1% | -4.3% |
| 30D | +4.9% | -7.1% | +12.1% | +6.0% |
| 3M | -2.9% | -8.7% | +5.9% | -1.8% |
| 6M | +8.3% | -14.0% | +22.3% | +10.4% |
| YTD | +36.7% | +42.8% | -6.1% | +27.3% |
| 1Y | +41.5% | +50.4% | -8.9% | +30.5% |
| 3Y | +68.6% | +194.1% | -125.5% | +35.9% |
| All | +48.2% | +776.4% | -728.2% | -2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling