+445.7%
CSX vs RACE
+752.7%
-307.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.6% |
| 7D | -2.7% | +5.7% | -8.4% | -4.5% |
| 30D | +7.0% | +9.3% | -2.3% | +3.9% |
| 3M | -0.3% | +3.8% | -4.1% | -1.7% |
| 6M | +13.5% | +29.8% | -16.3% | +2.9% |
| YTD | +41.5% | +15.6% | +25.9% | +32.6% |
| 1Y | +45.8% | +5.1% | +40.7% | +41.2% |
| 3Y | +74.4% | +30.8% | +43.6% | +46.9% |
| 5Y | +53.6% | +67.4% | -13.8% | +14.2% |
| All | +445.7% | +752.7% | -307.0% | +156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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