+74.5%
CSX vs RCAT
+270.1%
-195.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.9% | +12.5% | -2.1% |
| 7D | -2.7% | -32.6% | +29.9% | -2.2% |
| 30D | +7.0% | -46.3% | +53.3% | +8.0% |
| 3M | -0.3% | -60.7% | +60.4% | +1.0% |
| 6M | +13.5% | -67.4% | +80.9% | +15.0% |
| YTD | +41.5% | -57.1% | +98.6% | +41.6% |
| 1Y | +45.8% | -63.8% | +109.5% | +46.1% |
| All | +74.5% | +270.1% | -195.6% | +88.0% |
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