+48.2%
CSX vs RL
+226.8%
-178.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.0% |
| 7D | -5.5% | -4.2% | -1.4% | -4.6% |
| 30D | +4.9% | +4.3% | +0.7% | +3.8% |
| 3M | -2.9% | -4.6% | +1.7% | -1.9% |
| 6M | +8.3% | +1.7% | +6.6% | +7.0% |
| YTD | +36.7% | +7.3% | +29.4% | +32.6% |
| 1Y | +41.5% | +20.8% | +20.7% | +32.9% |
| 3Y | +68.6% | +247.0% | -178.3% | +14.4% |
| All | +48.2% | +226.8% | -178.7% | -1.4% |
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 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