+412.6%
CSX vs RUN
+133.0%
+279.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.4% | +5.2% | +3.0% |
| 7D | -2.2% | +18.1% | -20.3% | -3.7% |
| 30D | +6.8% | +27.5% | -20.7% | +4.4% |
| 3M | +0.7% | -4.5% | +5.2% | +0.6% |
| 6M | +13.3% | -33.3% | +46.6% | +16.0% |
| YTD | +40.5% | -47.1% | +87.6% | +44.6% |
| 1Y | +44.7% | -43.1% | +87.8% | +47.6% |
| 3Y | +74.5% | -3.0% | +77.5% | +49.1% |
| 5Y | +52.0% | -82.6% | +134.6% | +50.5% |
| 10Y | +412.6% | +103.3% | +309.3% | +236.5% |
| All | +412.6% | +133.0% | +279.6% | +236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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