+412.6%
CSX vs RGEN
+508.6%
-96.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.3% |
| 7D | -2.2% | +3.5% | -5.7% | -2.7% |
| 30D | +6.8% | +2.9% | +3.9% | +6.2% |
| 3M | +0.7% | +9.2% | -8.5% | -0.9% |
| 6M | +13.3% | +44.9% | -31.7% | +6.3% |
| YTD | +40.5% | +9.2% | +31.3% | +36.9% |
| 1Y | +44.7% | +25.3% | +19.4% | +37.9% |
| 3Y | +74.5% | +21.7% | +52.8% | +61.4% |
| 5Y | +52.0% | -34.5% | +86.5% | +48.8% |
| 10Y | +412.6% | +478.9% | -66.3% | +258.3% |
| All | +412.6% | +508.6% | -96.0% | +258.3% |
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