+412.6%
CSX vs RNG
+259.3%
+153.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.7% |
| 7D | -2.2% | -6.2% | +4.0% | -1.5% |
| 30D | +6.8% | -8.0% | +14.8% | +7.6% |
| 3M | +0.7% | +15.7% | -15.0% | -1.4% |
| 6M | +13.3% | +60.3% | -47.1% | +5.7% |
| YTD | +40.5% | +153.8% | -113.3% | +21.6% |
| 1Y | +44.7% | +172.2% | -127.5% | +24.0% |
| 3Y | +74.5% | +174.8% | -100.3% | +45.1% |
| 5Y | +52.0% | -68.6% | +120.6% | +59.4% |
| 10Y | +412.6% | +248.2% | +164.5% | +250.2% |
| All | +412.6% | +259.3% | +153.4% | +250.2% |
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