+418.4%
CSX vs RRX
+207.5%
+210.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | +3.1% | +12.6% | -9.5% | -1.2% |
| 30D | +9.7% | +10.6% | -0.8% | +4.9% |
| 3M | +4.9% | +4.6% | +0.3% | +1.9% |
| 6M | +18.4% | -13.6% | +32.0% | +20.3% |
| YTD | +45.9% | +29.4% | +16.5% | +24.1% |
| 1Y | +50.0% | +31.9% | +18.0% | +26.1% |
| 3Y | +78.0% | +68.3% | +9.8% | +25.0% |
| 5Y | +59.2% | +13.2% | +45.9% | +28.2% |
| All | +418.4% | +207.5% | +210.9% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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