+68.6%
CSX vs RVMD
+793.5%
-724.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.2% | -11.6% | -3.9% |
| 7D | -5.5% | +0.5% | -6.0% | -5.6% |
| 30D | +4.9% | -4.3% | +9.2% | +5.1% |
| 3M | -2.9% | -2.8% | -0.1% | -2.9% |
| 6M | +8.3% | +27.3% | -18.9% | +6.1% |
| YTD | +36.7% | +141.4% | -104.7% | +24.1% |
| 1Y | +41.5% | +213.3% | -171.8% | +23.2% |
| 3Y | +68.6% | +792.7% | -724.0% | +22.7% |
| All | +68.6% | +793.5% | -724.9% | +22.7% |
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