+482.4%
CSX vs RNG
+216.3%
+266.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.5% | -0.3% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -2.3% | +11.4% | -13.7% | -3.6% |
| 3M | +4.3% | +72.1% | -67.8% | -3.0% |
| 6M | +23.4% | +67.9% | -44.6% | +14.2% |
| YTD | +36.4% | +144.3% | -107.9% | +18.9% |
| 1Y | +53.0% | +117.5% | -64.5% | +35.1% |
| 3Y | +70.6% | +123.9% | -53.3% | +45.7% |
| 5Y | +65.5% | -70.1% | +135.6% | +74.8% |
| 10Y | +482.4% | +215.9% | +266.5% | +289.3% |
| All | +482.4% | +216.3% | +266.1% | +289.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 10y: compounded portfolio wealth divided by compounded RNG 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…
10y analysis · Full analysis span regression · 6 months rolling