+58.1%
CSX vs FTI
+848.3%
-790.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | +8.7% | -6.3% | +14.9% | +9.6% |
| 3M | +4.2% | -13.1% | +17.3% | +6.3% |
| 6M | +16.7% | -8.0% | +24.7% | +17.6% |
| YTD | +44.5% | +47.1% | -2.6% | +33.9% |
| 1Y | +50.3% | +50.7% | -0.4% | +38.6% |
| 3Y | +76.3% | +209.0% | -132.6% | +40.8% |
| 5Y | +58.1% | +847.0% | -788.8% | +1.7% |
| All | +58.1% | +848.3% | -790.2% | +1.7% |
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