+67.8%
CSX vs RJF
+106.8%
-39.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.4% | +1.4% |
| 7D | -3.4% | -0.6% | -2.8% | -3.2% |
| 30D | -3.1% | -1.3% | -1.8% | -2.7% |
| 3M | +7.2% | +18.9% | -11.7% | 0.0% |
| 6M | +16.2% | +15.0% | +1.1% | +9.5% |
| YTD | +37.5% | +12.2% | +25.3% | +30.2% |
| 1Y | +53.2% | +5.6% | +47.6% | +48.4% |
| 3Y | +68.2% | +74.9% | -6.6% | +31.1% |
| All | +67.8% | +106.8% | -39.0% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling