+427.3%
CSX vs RRC
+59.4%
+367.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -3.0% |
| 7D | -5.5% | -10.8% | +5.3% | -4.1% |
| 30D | +4.9% | +22.3% | -17.4% | +2.0% |
| 3M | -2.9% | +26.6% | -29.5% | -6.1% |
| 6M | +8.3% | +18.9% | -10.6% | +5.4% |
| YTD | +36.7% | +39.2% | -2.5% | +29.8% |
| 1Y | +41.5% | +34.0% | +7.5% | +34.8% |
| 3Y | +68.6% | +42.0% | +26.6% | +57.1% |
| 5Y | +48.4% | +111.9% | -63.4% | +27.0% |
| All | +427.3% | +59.4% | +367.9% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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