+67.8%
CSX vs RL
+238.1%
-170.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.4% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -3.1% | -7.8% | +4.7% | -1.3% |
| 3M | +7.2% | -4.0% | +11.2% | +7.7% |
| 6M | +16.2% | -1.9% | +18.1% | +15.5% |
| YTD | +37.5% | -0.2% | +37.7% | +36.0% |
| 1Y | +53.2% | +10.7% | +42.6% | +47.2% |
| 3Y | +68.2% | +210.8% | -142.5% | +19.7% |
| All | +67.8% | +238.1% | -170.3% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling