+129.2%
CSX vs RKT
-2.0%
+131.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.1% | -2.2% |
| 7D | -2.7% | +24.3% | -27.0% | -4.4% |
| 30D | +7.0% | +27.9% | -20.9% | +4.8% |
| 3M | -0.3% | +6.9% | -7.2% | -1.1% |
| 6M | +13.5% | +5.2% | +8.4% | +12.3% |
| YTD | +41.5% | -23.5% | +65.0% | +42.8% |
| 1Y | +45.8% | -9.1% | +54.8% | +44.9% |
| 3Y | +74.4% | +81.5% | -7.1% | +60.6% |
| 5Y | +53.6% | -2.0% | +55.6% | +41.4% |
| All | +129.2% | -2.0% | +131.2% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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