+13.5%
CSX vs RCL
+24.8%
-11.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.8% | -2.1% |
| 7D | -2.7% | +3.9% | -6.6% | -2.9% |
| 30D | +7.0% | +11.8% | -4.7% | +6.5% |
| 3M | -0.3% | -0.8% | +0.6% | -0.1% |
| 6M | +13.5% | +23.6% | -10.1% | +11.1% |
| All | +13.5% | +24.8% | -11.3% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling