+9,986.1%
CSX vs RRX
+4,355.1%
+5,630.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.9% | -4.2% | +0.5% |
| 7D | -2.2% | +12.3% | -14.5% | -6.5% |
| 30D | +6.8% | +9.5% | -2.7% | +2.5% |
| 3M | +0.7% | +1.8% | -1.1% | -1.3% |
| 6M | +13.3% | -15.3% | +28.6% | +15.8% |
| YTD | +40.5% | +29.6% | +10.9% | +21.8% |
| 1Y | +44.7% | +34.1% | +10.6% | +23.6% |
| 3Y | +74.5% | +74.0% | +0.5% | +29.0% |
| 5Y | +52.0% | +14.7% | +37.3% | +25.6% |
| 10Y | +412.6% | +229.4% | +183.3% | +183.3% |
| All | +9,986.1% | +4,355.1% | +5,630.9% | +3,639.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling