+45.6%
CSX vs RGEN
+23.9%
+21.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.7% |
| 7D | -2.2% | +3.5% | -5.7% | -2.3% |
| 30D | +6.8% | +2.9% | +3.9% | +6.8% |
| 3M | +0.7% | +9.2% | -8.5% | +0.7% |
| 6M | +13.3% | +44.9% | -31.7% | +13.4% |
| YTD | +40.5% | +9.2% | +31.3% | +44.4% |
| All | +45.6% | +23.9% | +21.7% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling