+67.8%
CSX vs RRX
+18.4%
+49.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +3.4% | -6.8% | -4.2% |
| 30D | -3.1% | -11.1% | +8.0% | -0.4% |
| 3M | +7.2% | -23.7% | +30.9% | +12.8% |
| 6M | +16.2% | -22.0% | +38.2% | +20.5% |
| YTD | +37.5% | +16.5% | +21.1% | +27.8% |
| 1Y | +53.2% | +11.5% | +41.7% | +43.2% |
| 3Y | +68.2% | +1.5% | +66.7% | +57.5% |
| All | +67.8% | +18.4% | +49.4% | +48.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling