+72.2%
CSX vs RCAT
+762.9%
-690.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.8% | +0.9% |
| 7D | -3.4% | -1.4% | -2.0% | -3.4% |
| 30D | -3.1% | -3.3% | +0.3% | -3.1% |
| 3M | +7.2% | -43.2% | +50.4% | +8.0% |
| 6M | +16.2% | -43.2% | +59.3% | +16.7% |
| YTD | +37.5% | +5.5% | +32.0% | +35.9% |
| 1Y | +53.2% | -1.6% | +54.9% | +51.1% |
| All | +72.2% | +762.9% | -690.7% | +75.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling