+53.6%
CSX vs RRC
+129.3%
-75.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | -1.9% |
| 7D | -2.7% | -6.9% | +4.2% | -1.8% |
| 30D | +7.0% | +25.4% | -18.4% | +3.7% |
| 3M | -0.3% | +31.9% | -32.2% | -4.1% |
| 6M | +13.5% | +17.2% | -3.7% | +10.7% |
| YTD | +41.5% | +43.4% | -1.9% | +33.5% |
| 1Y | +45.8% | +36.7% | +9.0% | +38.4% |
| 3Y | +74.4% | +38.8% | +35.5% | +62.3% |
| 5Y | +53.6% | +118.3% | -64.7% | +33.0% |
| All | +53.6% | +129.3% | -75.7% | +33.0% |
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