+113.3%
CSX vs RVMD
+540.6%
-427.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.4% | +8.0% | +2.2% |
| 7D | -0.3% | -9.5% | +9.2% | +0.5% |
| 30D | +8.7% | -6.8% | +15.5% | +9.1% |
| 3M | +4.2% | -12.1% | +16.3% | +5.1% |
| 6M | +16.7% | +25.4% | -8.7% | +13.6% |
| YTD | +44.5% | +126.9% | -82.4% | +30.5% |
| 1Y | +50.3% | +182.0% | -131.7% | +32.5% |
| 3Y | +76.3% | +816.8% | -740.5% | +35.4% |
| 5Y | +58.1% | +464.0% | -405.8% | +21.2% |
| All | +113.3% | +540.6% | -427.3% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling