+68.6%
CSX vs RGEN
+15.5%
+53.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -3.6% |
| 7D | -5.5% | -1.9% | -3.6% | -5.4% |
| 30D | +4.9% | +3.7% | +1.2% | +4.4% |
| 3M | -2.9% | +8.8% | -11.7% | -3.9% |
| 6M | +8.3% | +38.0% | -29.6% | +4.3% |
| YTD | +36.7% | +5.9% | +30.9% | +35.4% |
| 1Y | +41.5% | +19.7% | +21.8% | +37.9% |
| 3Y | +68.6% | +20.5% | +48.1% | +57.3% |
| All | +68.6% | +15.5% | +53.1% | +57.3% |
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 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