+414.9%
CSX vs RGEN
+415.2%
-0.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | +6.0% | -3.3% | +9.3% | +6.4% |
| 30D | +7.8% | -5.8% | +13.7% | +8.5% |
| 3M | +4.1% | +0.2% | +3.9% | +3.6% |
| 6M | +17.9% | +56.8% | -38.9% | +9.4% |
| YTD | +44.9% | +2.4% | +42.5% | +42.4% |
| 1Y | +51.1% | +11.4% | +39.7% | +46.6% |
| 3Y | +78.3% | +15.2% | +63.1% | +66.1% |
| 5Y | +58.1% | -35.1% | +93.2% | +54.6% |
| All | +414.9% | +415.2% | -0.3% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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