+152.8%
RTX vs CSX
+73.0%
+79.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.8% | +0.8% | +3.0% |
| 7D | -3.2% | -2.2% | -1.0% | -2.8% |
| 30D | +5.6% | +6.8% | -1.3% | +4.1% |
| 3M | -11.7% | +0.7% | -12.4% | -11.9% |
| 6M | +12.3% | +13.3% | -0.9% | +9.3% |
| YTD | +8.2% | +40.5% | -32.3% | +0.6% |
| 1Y | +12.6% | +44.7% | -32.1% | +4.1% |
| 3Y | +152.8% | +74.5% | +78.3% | +120.3% |
| All | +152.8% | +73.0% | +79.9% | +120.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling