+504.6%
CSX vs RRC
+10.9%
+493.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | -3.4% | +1.3% | -4.7% | -3.6% |
| 30D | -3.1% | +10.1% | -13.2% | -4.4% |
| 3M | +7.2% | +4.0% | +3.2% | +6.4% |
| 6M | +16.2% | +1.6% | +14.6% | +15.4% |
| YTD | +37.5% | +19.7% | +17.8% | +33.5% |
| 1Y | +53.2% | +21.4% | +31.8% | +48.0% |
| 3Y | +68.2% | +29.7% | +38.6% | +58.7% |
| 5Y | +65.2% | +153.9% | -88.6% | +37.6% |
| All | +504.6% | +10.9% | +493.7% | +375.4% |
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