+3,791.7%
CSX vs RCAT
-100.0%
+3,891.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.9% | +12.5% | -2.3% |
| 7D | -2.7% | -32.6% | +29.9% | -2.7% |
| 30D | +7.0% | -46.3% | +53.3% | +7.1% |
| 3M | -0.3% | -60.7% | +60.4% | -0.2% |
| 6M | +13.5% | -67.4% | +80.9% | +13.6% |
| YTD | +41.5% | -57.1% | +98.6% | +41.5% |
| 1Y | +45.8% | -63.8% | +109.5% | +45.8% |
| 3Y | +74.4% | +268.1% | -193.7% | +74.1% |
| 5Y | +53.6% | +25.2% | +28.4% | +53.4% |
| 10Y | +465.6% | -99.7% | +565.3% | +462.5% |
| All | +3,791.7% | -100.0% | +3,891.7% | +3,481.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling