+10,653.4%
CSX vs RIO
+4,852.5%
+5,800.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.7% | -4.0% | -3.6% |
| 7D | -5.5% | +2.2% | -7.8% | -6.2% |
| 30D | +4.9% | -10.1% | +15.1% | +8.6% |
| 3M | -2.9% | -14.1% | +11.3% | +1.8% |
| 6M | +8.3% | -18.9% | +27.2% | +15.1% |
| YTD | +36.7% | +9.9% | +26.8% | +30.6% |
| 1Y | +41.5% | +27.0% | +14.5% | +28.7% |
| 3Y | +68.6% | +50.1% | +18.5% | +42.5% |
| 5Y | +48.4% | +95.3% | -46.8% | +11.5% |
| 10Y | +446.6% | +425.9% | +20.7% | +186.5% |
| All | +10,653.4% | +4,852.5% | +5,800.9% | +2,750.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling