+58.3%
CSX vs RIO
+90.3%
-32.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +7.8% | -9.1% | +16.9% | +10.2% |
| 3M | +4.1% | -13.7% | +17.8% | +7.7% |
| 6M | +17.9% | -24.3% | +42.2% | +25.8% |
| YTD | +44.9% | +8.9% | +36.0% | +39.8% |
| 1Y | +51.1% | +22.7% | +28.5% | +41.2% |
| 3Y | +78.3% | +51.2% | +27.1% | +55.1% |
| All | +58.3% | +90.3% | -32.0% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling