+569.3%
CSX vs RACE
+688.6%
-119.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.3% | -1.6% | +1.3% |
| 7D | +0.1% | +9.9% | -9.8% | -2.9% |
| 30D | +9.7% | +12.8% | -3.1% | +5.5% |
| 3M | +2.3% | +7.4% | -5.1% | -0.2% |
| 6M | +17.1% | +27.6% | -10.5% | +7.0% |
| YTD | +44.9% | +18.4% | +26.5% | +35.0% |
| 1Y | +47.1% | +9.5% | +37.6% | +40.5% |
| 3Y | +78.6% | +33.9% | +44.7% | +50.8% |
| 5Y | +57.2% | +74.9% | -17.6% | +17.0% |
| 10Y | +479.2% | +814.9% | -335.7% | +146.6% |
| All | +569.3% | +688.6% | -119.3% | +177.4% |
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