+28.4%
RTX vs CSX
+55.3%
-26.9%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -0.8% |
| 7D | -5.2% | -3.4% | -1.8% | -4.5% |
| 30D | -9.4% | -3.1% | -6.3% | -8.8% |
| 3M | +12.3% | +7.2% | +5.1% | +10.9% |
| 6M | -3.1% | +16.2% | -19.3% | -5.9% |
| YTD | +10.7% | +37.5% | -26.9% | +4.8% |
| 1Y | +28.4% | +53.2% | -24.8% | +19.6% |
| All | +28.4% | +55.3% | -26.9% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling