+412.6%
CSX vs RVTY
+217.6%
+195.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +1.7% |
| 7D | -2.2% | +6.0% | -8.2% | -4.2% |
| 30D | +6.8% | +4.3% | +2.5% | +5.0% |
| 3M | +0.7% | +40.2% | -39.5% | -10.4% |
| 6M | +13.3% | +59.3% | -46.0% | -4.0% |
| YTD | +40.5% | +66.5% | -26.0% | +15.8% |
| 1Y | +44.7% | +77.5% | -32.8% | +16.4% |
| 3Y | +74.5% | +92.5% | -18.0% | +30.3% |
| 5Y | +52.0% | -6.8% | +58.8% | +47.0% |
| 10Y | +412.6% | +225.4% | +187.3% | +204.9% |
| All | +412.6% | +217.6% | +195.0% | +204.9% |
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