+490.1%
CSX vs RJF
+439.7%
+50.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.6% |
| 7D | -3.4% | -0.6% | -2.8% | -3.1% |
| 30D | -3.1% | -1.3% | -1.8% | -2.6% |
| 3M | +7.2% | +18.9% | -11.7% | -2.0% |
| 6M | +16.2% | +15.0% | +1.1% | +7.6% |
| YTD | +37.5% | +12.2% | +25.3% | +28.1% |
| 1Y | +53.2% | +5.6% | +47.6% | +46.8% |
| 3Y | +68.2% | +74.9% | -6.6% | +21.7% |
| 5Y | +65.2% | +106.6% | -41.4% | +5.3% |
| All | +490.1% | +439.7% | +50.4% | +124.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling