+41.5%
CSX vs RCAT
-56.7%
+98.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +18.6% | -22.0% | -3.3% |
| 7D | -5.5% | -12.7% | +7.2% | -5.4% |
| 30D | +4.9% | -34.3% | +39.2% | +5.2% |
| 3M | -2.9% | -53.4% | +50.6% | -2.5% |
| 6M | +8.3% | -62.0% | +70.3% | +8.6% |
| YTD | +36.7% | -49.1% | +85.8% | +32.7% |
| 1Y | +41.5% | -53.1% | +94.6% | +37.6% |
| All | +41.5% | -56.7% | +98.2% | +37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling