+268.6%
RTX vs CSX
+416.0%
-147.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.5% |
| 7D | -1.7% | +0.7% | -2.5% | -2.1% |
| 30D | +7.7% | +8.1% | -0.4% | +3.7% |
| 3M | -10.3% | +2.2% | -12.5% | -11.5% |
| 6M | +14.6% | +14.6% | 0.0% | +6.9% |
| YTD | +10.4% | +42.2% | -31.8% | -7.4% |
| 1Y | +13.5% | +47.3% | -33.8% | -6.4% |
| 3Y | +158.6% | +73.5% | +85.1% | +90.7% |
| 5Y | +147.3% | +54.1% | +93.1% | +88.7% |
| 10Y | +268.6% | +409.0% | -140.3% | +99.9% |
| All | +268.6% | +416.0% | -147.4% | +99.9% |
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