+47.1%
CSX vs RIO
+29.3%
+17.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.6% | -1.0% | +2.0% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +9.7% | -11.6% | +21.3% | +12.3% |
| 3M | +2.3% | -12.7% | +15.0% | +4.8% |
| 6M | +17.1% | -12.4% | +29.5% | +19.0% |
| YTD | +44.9% | +11.0% | +33.9% | +35.6% |
| 1Y | +47.1% | +30.8% | +16.2% | +25.0% |
| All | +47.1% | +29.3% | +17.8% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling