+69.5%
CSX vs RDW
-0.7%
+70.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | -0.1% |
| 7D | -0.9% | +0.9% | -1.8% | -1.0% |
| 30D | -2.0% | -21.3% | +19.3% | -0.8% |
| 3M | +3.6% | -37.9% | +41.5% | +5.7% |
| 6M | +22.0% | +12.3% | +9.8% | +18.6% |
| YTD | +36.3% | +39.7% | -3.5% | +29.0% |
| 1Y | +50.9% | +25.7% | +25.2% | +42.6% |
| 3Y | +69.2% | +230.8% | -161.7% | +42.5% |
| 5Y | +69.2% | -8.8% | +78.0% | +45.1% |
| All | +69.5% | -0.7% | +70.3% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 10y: compounded portfolio wealth divided by compounded RDW 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…
10y analysis · Full analysis span regression · 6 months rolling