+427.3%
CSX vs RNG
+256.7%
+170.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.0% |
| 7D | -5.5% | -11.3% | +5.8% | -4.2% |
| 30D | +4.9% | -5.7% | +10.6% | +5.4% |
| 3M | -2.9% | +16.8% | -19.6% | -5.0% |
| 6M | +8.3% | +58.5% | -50.1% | +1.2% |
| YTD | +36.7% | +151.3% | -114.6% | +18.4% |
| 1Y | +41.5% | +169.0% | -127.5% | +21.4% |
| 3Y | +68.6% | +156.9% | -88.3% | +41.4% |
| 5Y | +48.4% | -69.0% | +117.4% | +56.0% |
| All | +427.3% | +256.7% | +170.7% | +257.5% |
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