+78.3%
CSX vs RVMD
+781.3%
-703.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +6.0% | -10.4% | +16.4% | +6.7% |
| 30D | +7.8% | -11.0% | +18.8% | +8.5% |
| 3M | +4.1% | -14.7% | +18.8% | +5.0% |
| 6M | +17.9% | +14.9% | +3.0% | +16.2% |
| YTD | +44.9% | +116.3% | -71.4% | +32.3% |
| 1Y | +51.1% | +167.6% | -116.5% | +33.5% |
| 3Y | +78.3% | +776.8% | -698.5% | +27.1% |
| All | +78.3% | +781.3% | -703.0% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling