+58.1%
CSX vs RIG
+53.0%
+5.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.5% | -0.9% | +1.3% |
| 7D | -0.3% | -2.6% | +2.3% | 0.0% |
| 30D | +8.7% | -5.2% | +13.9% | +9.0% |
| 3M | +4.2% | -8.6% | +12.8% | +4.8% |
| 6M | +16.7% | -18.9% | +35.6% | +18.5% |
| YTD | +44.5% | +28.6% | +15.9% | +38.0% |
| 1Y | +50.3% | +25.5% | +24.7% | +43.8% |
| 3Y | +76.3% | -20.2% | +96.5% | +71.7% |
| 5Y | +58.1% | +53.9% | +4.2% | +38.9% |
| All | +58.1% | +53.0% | +5.1% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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