+74.7%
CSX vs RRX
+4.3%
+70.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +3.4% | -6.8% | -4.0% |
| 30D | -3.1% | -11.1% | +8.0% | -0.9% |
| 3M | +7.2% | -23.7% | +30.9% | +11.8% |
| 6M | +16.2% | -22.0% | +38.2% | +19.7% |
| YTD | +37.5% | +16.5% | +21.1% | +29.5% |
| 1Y | +53.2% | +11.5% | +41.7% | +45.0% |
| All | +74.7% | +4.3% | +70.5% | +68.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling