+496.7%
CSX vs RRX
+210.7%
+286.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.4% |
| 7D | -0.6% | -0.7% | +0.1% | -0.3% |
| 30D | -3.2% | -8.0% | +4.7% | -0.4% |
| 3M | +2.6% | -25.1% | +27.6% | +11.4% |
| 6M | +19.8% | -18.3% | +38.1% | +24.1% |
| YTD | +34.7% | +14.2% | +20.5% | +21.2% |
| 1Y | +52.1% | +13.0% | +39.1% | +36.1% |
| 3Y | +68.4% | +4.2% | +64.2% | +46.1% |
| 5Y | +65.1% | +17.9% | +47.2% | +27.7% |
| 10Y | +496.7% | +220.4% | +276.3% | +157.5% |
| All | +496.7% | +210.7% | +286.0% | +157.5% |
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