+418.4%
CSX vs RNG
+236.7%
+181.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +3.1% | +2.3% | +0.8% | +2.8% |
| 30D | +9.7% | -3.4% | +13.1% | +10.0% |
| 3M | +4.9% | +20.9% | -16.0% | +2.2% |
| 6M | +18.4% | +82.2% | -63.8% | +8.8% |
| YTD | +45.9% | +164.6% | -118.8% | +25.7% |
| 1Y | +50.0% | +177.0% | -127.0% | +28.3% |
| 3Y | +78.0% | +177.4% | -99.4% | +48.0% |
| 5Y | +59.2% | -72.3% | +131.5% | +71.0% |
| All | +418.4% | +236.7% | +181.7% | +254.9% |
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