+9,714.3%
CSX vs RVTY
+2,899.1%
+6,815.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.2% | -4.1% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | +4.9% | +1.0% | +3.9% | +4.3% |
| 3M | -2.9% | +35.8% | -38.7% | -11.1% |
| 6M | +8.3% | +56.7% | -48.4% | -5.1% |
| YTD | +36.7% | +60.7% | -24.0% | +17.9% |
| 1Y | +41.5% | +73.7% | -32.2% | +19.3% |
| 3Y | +68.6% | +82.8% | -14.1% | +36.9% |
| 5Y | +48.4% | -7.0% | +55.5% | +41.6% |
| 10Y | +446.6% | +212.3% | +234.3% | +272.3% |
| All | +9,714.3% | +2,899.1% | +6,815.3% | +3,222.7% |
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