+412.6%
CSX vs RRX
+238.3%
+174.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.9% | -4.2% | +0.4% |
| 7D | -2.2% | +12.3% | -14.5% | -6.7% |
| 30D | +6.8% | +9.5% | -2.7% | +2.4% |
| 3M | +0.7% | +1.8% | -1.1% | -1.2% |
| 6M | +13.3% | -15.3% | +28.6% | +16.0% |
| YTD | +40.5% | +29.6% | +10.9% | +19.5% |
| 1Y | +44.7% | +34.1% | +10.6% | +20.9% |
| 3Y | +74.5% | +74.0% | +0.5% | +20.7% |
| 5Y | +52.0% | +14.7% | +37.3% | +21.6% |
| 10Y | +412.6% | +229.4% | +183.3% | +106.4% |
| All | +412.6% | +238.3% | +174.3% | +106.4% |
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