+10,056.0%
CSX vs RRC
+1,459.8%
+8,596.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | -2.0% |
| 7D | -2.7% | -6.9% | +4.2% | -2.0% |
| 30D | +7.0% | +25.4% | -18.4% | +4.4% |
| 3M | -0.3% | +31.9% | -32.2% | -3.3% |
| 6M | +13.5% | +17.2% | -3.7% | +11.2% |
| YTD | +41.5% | +43.4% | -1.9% | +35.5% |
| 1Y | +45.8% | +36.7% | +9.0% | +40.1% |
| 3Y | +74.4% | +38.8% | +35.5% | +65.6% |
| 5Y | +53.6% | +118.3% | -64.7% | +36.1% |
| 10Y | +465.6% | +67.7% | +397.9% | +361.5% |
| All | +10,056.0% | +1,459.8% | +8,596.1% | +7,560.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling