+3,866.9%
CSX vs FTI
+1,702.1%
+2,164.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -4.3% |
| 7D | -5.5% | -7.6% | +2.1% | -3.4% |
| 30D | +4.9% | -7.1% | +12.1% | +6.8% |
| 3M | -2.9% | -8.7% | +5.9% | -0.9% |
| 6M | +8.3% | -14.0% | +22.3% | +12.0% |
| YTD | +36.7% | +42.8% | -6.1% | +20.6% |
| 1Y | +41.5% | +50.4% | -8.9% | +22.7% |
| 3Y | +68.6% | +194.1% | -125.5% | +14.2% |
| 5Y | +48.4% | +775.2% | -726.8% | -34.0% |
| 10Y | +446.6% | +189.2% | +257.4% | +190.7% |
| All | +3,866.9% | +1,702.1% | +2,164.8% | +920.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling