+418.4%
CSX vs RL
+342.1%
+76.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +3.1% | +2.4% | +0.7% | +2.4% |
| 30D | +9.7% | +4.6% | +5.2% | +8.2% |
| 3M | +4.9% | -1.1% | +6.0% | +5.0% |
| 6M | +18.4% | +16.5% | +1.8% | +11.8% |
| YTD | +45.9% | +11.4% | +34.5% | +39.0% |
| 1Y | +50.0% | +16.1% | +33.9% | +41.0% |
| 3Y | +78.0% | +252.6% | -174.6% | +14.0% |
| 5Y | +59.2% | +244.9% | -185.7% | -0.8% |
| All | +418.4% | +342.1% | +76.2% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling