+3,683.0%
CSX vs RCAT
-100.0%
+3,783.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.2% |
| 6M | +16.2% | -43.2% | +59.3% | +16.2% |
| YTD | +37.5% | +5.5% | +32.0% | +37.5% |
| 1Y | +53.2% | -1.6% | +54.9% | +53.2% |
| 3Y | +68.2% | +773.7% | -705.5% | +67.9% |
| 5Y | +65.2% | +187.6% | -122.4% | +64.9% |
| 10Y | +504.1% | -98.5% | +602.6% | +500.0% |
| All | +3,683.0% | -100.0% | +3,783.0% | +3,379.8% |
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