+48.2%
CSX vs RVTY
-7.4%
+55.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -4.0% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | +4.9% | +1.0% | +3.9% | +4.4% |
| 3M | -2.9% | +35.8% | -38.7% | -10.2% |
| 6M | +8.3% | +56.7% | -48.4% | -3.8% |
| YTD | +36.7% | +60.7% | -24.0% | +19.5% |
| 1Y | +41.5% | +73.7% | -32.2% | +20.8% |
| 3Y | +68.6% | +82.8% | -14.1% | +37.5% |
| All | +48.2% | -7.4% | +55.6% | +50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling