+535.3%
CSX vs RACE
+647.6%
-112.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | -3.4% | -2.5% | -0.9% | -2.6% |
| 30D | -3.1% | +0.8% | -3.9% | -3.4% |
| 3M | +7.2% | +17.2% | -10.0% | +1.2% |
| 6M | +16.2% | +13.6% | +2.6% | +10.3% |
| YTD | +37.5% | +12.2% | +25.3% | +30.5% |
| 1Y | +53.2% | -16.3% | +69.5% | +59.5% |
| 3Y | +68.2% | +36.4% | +31.8% | +40.4% |
| 5Y | +65.2% | +95.0% | -29.7% | +17.3% |
| 10Y | +504.1% | +813.2% | -309.1% | +157.8% |
| All | +535.3% | +647.6% | -112.3% | +168.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling