+278.5%
RTX vs CSX
+501.4%
-222.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.1% |
| 7D | -5.2% | -3.4% | -1.8% | -3.7% |
| 30D | -9.4% | -3.1% | -6.3% | -8.1% |
| 3M | +12.3% | +7.2% | +5.1% | +8.5% |
| 6M | -3.1% | +16.2% | -19.3% | -10.3% |
| YTD | +10.7% | +37.5% | -26.9% | -5.5% |
| 1Y | +28.4% | +53.2% | -24.8% | +3.7% |
| 3Y | +147.1% | +68.2% | +78.8% | +84.7% |
| 5Y | +167.2% | +65.2% | +102.0% | +95.5% |
| All | +278.5% | +501.4% | -222.8% | +81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling