+78.3%
CSX vs RNG
+179.0%
-100.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.0% | +4.6% | +1.4% | +5.6% |
| 30D | +7.8% | +0.4% | +7.4% | +7.7% |
| 3M | +4.1% | +11.4% | -7.3% | +3.0% |
| 6M | +17.9% | +95.7% | -77.8% | +11.0% |
| YTD | +44.9% | +162.9% | -118.0% | +30.2% |
| 1Y | +51.1% | +180.3% | -129.1% | +34.6% |
| 3Y | +78.3% | +188.3% | -110.1% | +54.6% |
| All | +78.3% | +179.0% | -100.8% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling