+58.3%
CSX vs RJF
+81.1%
-22.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +6.0% | +3.6% | +2.4% | +4.6% |
| 30D | +7.8% | +7.2% | +0.6% | +5.1% |
| 3M | +4.1% | -6.5% | +10.6% | +6.5% |
| 6M | +17.9% | +10.3% | +7.6% | +12.9% |
| YTD | +44.9% | +6.5% | +38.4% | +39.7% |
| 1Y | +51.1% | +6.1% | +45.0% | +45.8% |
| 3Y | +78.3% | +74.9% | +3.4% | +38.5% |
| All | +58.3% | +81.1% | -22.8% | +17.1% |
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 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