+10,056.0%
CSX vs RGEN
+1,584.8%
+8,471.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.1% | -2.1% |
| 7D | -2.7% | -10.7% | +8.0% | -2.2% |
| 30D | +7.0% | -3.6% | +10.7% | +7.1% |
| 3M | -0.3% | +6.2% | -6.5% | -0.7% |
| 6M | +13.5% | +34.1% | -20.6% | +11.5% |
| YTD | +41.5% | +2.8% | +38.7% | +40.6% |
| 1Y | +45.8% | +15.5% | +30.2% | +44.0% |
| 3Y | +74.4% | +12.1% | +62.3% | +70.9% |
| 5Y | +53.6% | -36.9% | +90.5% | +52.8% |
| 10Y | +465.6% | +522.4% | -56.8% | +405.0% |
| All | +10,056.0% | +1,584.8% | +8,471.2% | +7,266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling