+9,714.3%
CSX vs RRX
+4,066.6%
+5,647.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.5% | -8.8% | -5.2% |
| 7D | -5.5% | +7.5% | -13.0% | -8.4% |
| 30D | +4.9% | +3.0% | +2.0% | +2.8% |
| 3M | -2.9% | -5.3% | +2.5% | -2.4% |
| 6M | +8.3% | -26.6% | +35.0% | +16.1% |
| YTD | +36.7% | +21.2% | +15.5% | +21.3% |
| 1Y | +41.5% | +25.9% | +15.6% | +23.4% |
| 3Y | +68.6% | +71.7% | -3.1% | +25.0% |
| 5Y | +48.4% | +7.8% | +40.7% | +25.3% |
| 10Y | +446.6% | +242.9% | +203.7% | +198.3% |
| All | +9,714.3% | +4,066.6% | +5,647.8% | +3,622.2% |
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 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