+67.8%
CSX vs RCL
+249.6%
-181.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | -5.1% | +1.7% | -2.5% |
| 30D | -3.1% | -19.0% | +15.9% | +0.3% |
| 3M | +7.2% | -9.6% | +16.7% | +8.5% |
| 6M | +16.2% | -6.7% | +22.9% | +16.5% |
| YTD | +37.5% | -3.9% | +41.5% | +36.4% |
| 1Y | +53.2% | -25.1% | +78.3% | +58.3% |
| 3Y | +68.2% | +179.1% | -110.9% | +34.9% |
| All | +67.8% | +249.6% | -181.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 5y: compounded portfolio wealth divided by compounded RCL 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…
5y analysis · Full analysis span regression · 6 months rolling