+67.8%
CSX vs RNG
-70.5%
+138.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +1.2% |
| 7D | -3.4% | +5.8% | -9.2% | -3.9% |
| 30D | -3.1% | +19.6% | -22.7% | -4.8% |
| 3M | +7.2% | +67.0% | -59.9% | +1.6% |
| 6M | +16.2% | +88.4% | -72.2% | +8.0% |
| YTD | +37.5% | +155.5% | -117.9% | +22.7% |
| 1Y | +53.2% | +141.7% | -88.4% | +37.1% |
| 3Y | +68.2% | +131.1% | -62.8% | +47.5% |
| All | +67.8% | -70.5% | +138.3% | +59.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling