+10,056.0%
CSX vs RVTY
+2,816.3%
+7,239.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.4% | +3.1% | -0.9% |
| 7D | -2.7% | -9.0% | +6.3% | -0.5% |
| 30D | +7.0% | -1.6% | +8.6% | +7.2% |
| 3M | -0.3% | +31.2% | -31.5% | -7.9% |
| 6M | +13.5% | +63.6% | -50.1% | -1.7% |
| YTD | +41.5% | +56.3% | -14.8% | +23.0% |
| 1Y | +45.8% | +63.3% | -17.6% | +25.0% |
| 3Y | +74.4% | +72.4% | +1.9% | +43.8% |
| 5Y | +53.6% | -9.6% | +63.2% | +47.7% |
| 10Y | +465.6% | +203.7% | +261.9% | +288.3% |
| All | +10,056.0% | +2,816.3% | +7,239.7% | +3,365.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling