+73.5%
CSX vs RGEN
+18.4%
+55.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +4.0% | +1.4% |
| 7D | +0.7% | -2.4% | +3.1% | +0.9% |
| 30D | +8.1% | +0.1% | +8.0% | +8.0% |
| 3M | +2.2% | +6.6% | -4.4% | +1.3% |
| 6M | +14.6% | +40.9% | -26.3% | +10.0% |
| YTD | +42.2% | +6.2% | +36.0% | +40.8% |
| 1Y | +47.3% | +19.4% | +27.9% | +43.6% |
| 3Y | +73.5% | +17.9% | +55.6% | +61.5% |
| All | +73.5% | +18.4% | +55.1% | +61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling