+52.0%
CSX vs RRC
+111.3%
-59.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.3% | +2.5% | +2.7% |
| 7D | -2.2% | -10.3% | +8.1% | -0.8% |
| 30D | +6.8% | +19.5% | -12.7% | +4.1% |
| 3M | +0.7% | +27.9% | -27.2% | -2.8% |
| 6M | +13.3% | +21.2% | -7.9% | +9.9% |
| YTD | +40.5% | +39.6% | +1.0% | +33.1% |
| 1Y | +44.7% | +31.3% | +13.4% | +38.1% |
| 3Y | +74.5% | +51.9% | +22.6% | +60.1% |
| 5Y | +52.0% | +110.2% | -58.2% | +32.3% |
| All | +52.0% | +111.3% | -59.3% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling