+53.6%
CSX vs RACE
+65.1%
-11.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -1.8% |
| 7D | -2.7% | +5.7% | -8.4% | -3.9% |
| 30D | +7.0% | +9.3% | -2.3% | +4.8% |
| 3M | -0.3% | +3.8% | -4.1% | -1.3% |
| 6M | +13.5% | +29.8% | -16.3% | +6.0% |
| YTD | +41.5% | +15.6% | +25.9% | +35.3% |
| 1Y | +45.8% | +5.1% | +40.7% | +42.8% |
| 3Y | +74.4% | +30.8% | +43.6% | +50.2% |
| 5Y | +53.6% | +67.4% | -13.8% | +18.3% |
| All | +53.6% | +65.1% | -11.5% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling