+67.8%
CSX vs RGEN
-42.4%
+110.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | -3.4% | -4.9% | +1.5% | -2.8% |
| 30D | -3.1% | +5.7% | -8.8% | -3.7% |
| 3M | +7.2% | +32.4% | -25.3% | +3.3% |
| 6M | +16.2% | +33.2% | -17.0% | +11.4% |
| YTD | +37.5% | +2.3% | +35.3% | +36.3% |
| 1Y | +53.2% | +39.0% | +14.2% | +45.2% |
| 3Y | +68.2% | -4.6% | +72.9% | +62.7% |
| All | +67.8% | -42.4% | +110.2% | +52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling