+4,550.3%
CSX vs RIG
-46.4%
+4,596.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -3.8% |
| 7D | -5.5% | -24.5% | +19.0% | -1.7% |
| 30D | +4.9% | -2.8% | +7.7% | +5.0% |
| 3M | -2.9% | +1.6% | -4.4% | -3.7% |
| 6M | +8.3% | -15.9% | +24.2% | +10.0% |
| YTD | +36.7% | +26.9% | +9.9% | +29.4% |
| 1Y | +41.5% | +34.4% | +7.1% | +32.5% |
| 3Y | +68.6% | -21.2% | +89.8% | +63.9% |
| 5Y | +48.4% | +46.4% | +2.1% | +22.6% |
| 10Y | +446.6% | -45.8% | +492.4% | +302.7% |
| All | +4,550.3% | -46.4% | +4,596.8% | +3,529.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling