+414.9%
CSX vs RRC
+73.1%
+341.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.0% | +6.4% | -0.4% | +5.1% |
| 30D | +7.8% | +23.9% | -16.1% | +4.6% |
| 3M | +4.1% | +30.2% | -26.1% | +0.2% |
| 6M | +17.9% | +26.3% | -8.3% | +13.8% |
| YTD | +44.9% | +48.1% | -3.2% | +36.4% |
| 1Y | +51.1% | +37.7% | +13.5% | +43.6% |
| 3Y | +78.3% | +60.3% | +18.0% | +63.5% |
| 5Y | +58.1% | +135.3% | -77.2% | +33.6% |
| All | +414.9% | +73.1% | +341.9% | +267.5% |
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