+604.9%
CSX vs RNG
+327.7%
+277.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.9% | +4.7% | +1.3% |
| 7D | -3.4% | +5.8% | -9.2% | -4.1% |
| 30D | -3.1% | +19.6% | -22.7% | -5.3% |
| 3M | +7.2% | +67.0% | -59.9% | -0.1% |
| 6M | +16.2% | +88.4% | -72.2% | +5.7% |
| YTD | +37.5% | +155.5% | -117.9% | +19.0% |
| 1Y | +53.2% | +141.7% | -88.4% | +33.1% |
| 3Y | +68.2% | +131.1% | -62.8% | +42.9% |
| 5Y | +65.2% | -70.6% | +135.8% | +74.3% |
| 10Y | +504.1% | +228.2% | +275.9% | +313.1% |
| All | +604.9% | +327.7% | +277.2% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling