+10,292.5%
RTX vs CSX
+10,737.9%
-445.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.1% | -0.1% |
| 7D | +1.4% | -0.3% | +1.7% | +1.6% |
| 30D | +7.8% | +8.7% | -0.9% | +4.3% |
| 3M | -9.8% | +4.2% | -14.0% | -11.4% |
| 6M | +13.5% | +16.7% | -3.1% | +6.4% |
| YTD | +10.9% | +44.5% | -33.5% | -4.7% |
| 1Y | +14.0% | +50.3% | -36.3% | -3.6% |
| 3Y | +159.9% | +76.3% | +83.6% | +102.3% |
| 5Y | +151.7% | +58.1% | +93.5% | +100.8% |
| 10Y | +269.0% | +416.4% | -147.4% | +85.2% |
| All | +10,292.5% | +10,737.9% | -445.4% | +1,462.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling