+58.3%
CSX vs RIG
+62.5%
-4.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.1% | -4.8% | -1.1% |
| 7D | +6.0% | +5.7% | +0.2% | +5.3% |
| 30D | +7.8% | -0.7% | +8.5% | +7.6% |
| 3M | +4.1% | -3.1% | +7.2% | +4.0% |
| 6M | +17.9% | -16.3% | +34.2% | +19.4% |
| YTD | +44.9% | +34.1% | +10.8% | +37.7% |
| 1Y | +51.1% | +38.2% | +13.0% | +43.0% |
| 3Y | +78.3% | -15.3% | +93.6% | +72.4% |
| All | +58.3% | +62.5% | -4.2% | +37.7% |
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