+4,403.7%
CSX vs RMD
+38,610.5%
-34,206.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -2.7% | -5.3% | +2.6% | -1.8% |
| 30D | +7.0% | +8.4% | -1.4% | +5.3% |
| 3M | -0.3% | +7.1% | -7.4% | -1.8% |
| 6M | +13.5% | +15.8% | -2.3% | +9.8% |
| YTD | +41.5% | +0.2% | +41.3% | +40.5% |
| 1Y | +45.8% | -1.4% | +47.1% | +45.1% |
| 3Y | +74.4% | +61.3% | +13.1% | +55.5% |
| 5Y | +53.6% | -3.9% | +57.5% | +49.3% |
| 10Y | +465.6% | +365.6% | +100.0% | +310.7% |
| All | +4,403.7% | +38,610.5% | -34,206.8% | +1,958.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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