+52.0%
CSX vs RVTY
-6.1%
+58.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +2.0% |
| 7D | -2.2% | +6.0% | -8.2% | -3.7% |
| 30D | +6.8% | +4.3% | +2.5% | +5.5% |
| 3M | +0.7% | +40.2% | -39.5% | -7.6% |
| 6M | +13.3% | +59.3% | -46.0% | +0.3% |
| YTD | +40.5% | +66.5% | -26.0% | +21.8% |
| 1Y | +44.7% | +77.5% | -32.8% | +23.0% |
| 3Y | +74.5% | +92.5% | -18.0% | +40.4% |
| 5Y | +52.0% | -6.8% | +58.8% | +52.9% |
| All | +52.0% | -6.1% | +58.1% | +52.9% |
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 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