+13.5%
CSX vs RIG
-19.3%
+32.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.4% | +4.1% | -2.1% |
| 7D | -2.7% | -23.8% | +21.1% | -1.9% |
| 30D | +7.0% | -5.6% | +12.6% | +7.0% |
| 3M | -0.3% | -0.8% | +0.5% | -0.8% |
| 6M | +13.5% | -18.4% | +31.9% | +13.4% |
| All | +13.5% | -19.3% | +32.8% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling