+48.2%
CSX vs RJF
+73.7%
-25.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.1% | -2.9% |
| 7D | -5.5% | +3.6% | -9.1% | -6.7% |
| 30D | +4.9% | +3.5% | +1.4% | +3.6% |
| 3M | -2.9% | -8.9% | +6.0% | +0.4% |
| 6M | +8.3% | +2.9% | +5.5% | +6.5% |
| YTD | +36.7% | +2.8% | +33.9% | +33.6% |
| 1Y | +41.5% | +2.7% | +38.8% | +38.2% |
| 3Y | +68.6% | +69.3% | -0.7% | +32.7% |
| All | +48.2% | +73.7% | -25.5% | +11.7% |
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