+9,714.3%
CSX vs RJF
+45,668.0%
-35,953.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -2.9% | -8.9% | +6.0% | +0.2% |
| 6M | +8.3% | +2.9% | +5.5% | +6.7% |
| YTD | +36.7% | +2.8% | +33.9% | +34.0% |
| 1Y | +41.5% | +2.7% | +38.8% | +38.6% |
| 3Y | +68.6% | +69.3% | -0.7% | +36.5% |
| 5Y | +48.4% | +75.0% | -26.6% | +16.6% |
| 10Y | +446.6% | +378.5% | +68.1% | +197.4% |
| All | +9,714.3% | +45,668.0% | -35,953.6% | +1,711.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling