+418.4%
CSX vs RVTY
+216.9%
+201.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.7% | +1.2% |
| 7D | +3.1% | +4.1% | -1.0% | +1.8% |
| 30D | +9.7% | +1.3% | +8.4% | +8.9% |
| 3M | +4.9% | +33.3% | -28.3% | -5.1% |
| 6M | +18.4% | +58.3% | -39.9% | +0.5% |
| YTD | +45.9% | +62.7% | -16.8% | +21.1% |
| 1Y | +50.0% | +67.2% | -17.3% | +23.1% |
| 3Y | +78.0% | +87.3% | -9.3% | +34.1% |
| 5Y | +59.2% | -13.4% | +72.6% | +58.7% |
| All | +418.4% | +216.9% | +201.5% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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