+56.7%
CSX vs RGTI
+53.5%
+3.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.9% |
| 7D | -3.4% | -2.5% | -0.9% | -3.3% |
| 30D | -3.1% | -9.4% | +6.3% | -2.9% |
| 3M | +7.2% | -37.1% | +44.3% | +8.2% |
| 6M | +16.2% | -14.4% | +30.6% | +15.8% |
| YTD | +37.5% | -31.4% | +68.9% | +37.6% |
| 1Y | +53.2% | +0.5% | +52.7% | +50.8% |
| 3Y | +68.2% | +726.1% | -657.9% | +46.9% |
| 5Y | +65.2% | +56.2% | +9.0% | +47.4% |
| All | +56.7% | +53.5% | +3.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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