+504.6%
CSX vs RL
+313.2%
+191.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.3% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -3.1% | -7.8% | +4.7% | -0.9% |
| 3M | +7.2% | -4.0% | +11.2% | +7.8% |
| 6M | +16.2% | -1.9% | +18.1% | +15.4% |
| YTD | +37.5% | -0.2% | +37.7% | +35.6% |
| 1Y | +53.2% | +10.7% | +42.6% | +45.9% |
| 3Y | +68.2% | +210.8% | -142.5% | +11.7% |
| 5Y | +65.2% | +238.2% | -173.0% | +2.5% |
| All | +504.6% | +313.2% | +191.4% | +237.4% |
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