+414.9%
CSX vs RVTY
+211.6%
+203.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +6.0% | -0.5% | +6.4% | +6.1% |
| 30D | +7.8% | +1.5% | +6.3% | +6.9% |
| 3M | +4.1% | +31.5% | -27.4% | -5.5% |
| 6M | +17.9% | +62.7% | -44.8% | -0.8% |
| YTD | +44.9% | +60.0% | -15.1% | +20.9% |
| 1Y | +51.1% | +65.7% | -14.6% | +24.3% |
| 3Y | +78.3% | +85.2% | -6.9% | +34.7% |
| 5Y | +58.1% | -14.9% | +73.0% | +58.5% |
| All | +414.9% | +211.6% | +203.3% | +212.5% |
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