+147.4%
RTX vs CSX
+57.8%
+89.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +4.8% | +6.0% | -1.2% | +3.2% |
| 30D | +6.5% | +7.8% | -1.3% | +4.3% |
| 3M | -9.6% | +4.1% | -13.7% | -10.7% |
| 6M | +12.3% | +17.9% | -5.6% | +7.1% |
| YTD | +9.5% | +44.9% | -35.4% | -1.5% |
| 1Y | +15.8% | +51.1% | -35.3% | +3.0% |
| 3Y | +157.0% | +78.3% | +78.7% | +112.7% |
| All | +147.4% | +57.8% | +89.7% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling