+68.6%
CSX vs RRX
+63.4%
+5.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.8% | -4.4% |
| 7D | -5.5% | +7.5% | -13.0% | -7.1% |
| 30D | +4.9% | +3.0% | +2.0% | +3.8% |
| 3M | -2.9% | -5.3% | +2.5% | -2.3% |
| 6M | +8.3% | -26.6% | +35.0% | +13.7% |
| YTD | +36.7% | +21.2% | +15.5% | +25.7% |
| 1Y | +41.5% | +25.9% | +15.6% | +28.5% |
| 3Y | +68.6% | +71.7% | -3.1% | +38.2% |
| All | +68.6% | +63.4% | +5.2% | +38.2% |
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