+409.0%
CSX vs RCAT
-99.6%
+508.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.4% | +7.6% | +1.2% |
| 7D | +0.7% | -5.6% | +6.3% | +0.7% |
| 30D | +8.1% | -27.0% | +35.1% | +8.1% |
| 3M | +2.2% | -57.9% | +60.1% | +2.1% |
| 6M | +14.6% | -59.4% | +74.0% | +14.5% |
| YTD | +42.2% | -46.9% | +89.1% | +42.2% |
| 1Y | +47.3% | -54.0% | +101.4% | +47.3% |
| 3Y | +73.5% | +378.4% | -304.9% | +74.6% |
| 5Y | +54.1% | +61.9% | -7.8% | +54.9% |
| 10Y | +409.0% | -99.6% | +508.6% | +474.1% |
| All | +409.0% | -99.6% | +508.6% | +474.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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