+409.0%
CSX vs RUN
+94.0%
+315.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -10.6% | +11.8% | +2.1% |
| 7D | +0.7% | +0.3% | +0.4% | +0.5% |
| 30D | +8.1% | +14.0% | -5.9% | +6.5% |
| 3M | +2.2% | -11.8% | +13.9% | +2.7% |
| 6M | +14.6% | -40.4% | +55.0% | +18.4% |
| YTD | +42.2% | -52.7% | +94.9% | +47.6% |
| 1Y | +47.3% | -52.5% | +99.8% | +52.5% |
| 3Y | +73.5% | -7.7% | +81.3% | +48.5% |
| 5Y | +54.1% | -83.9% | +138.0% | +53.1% |
| 10Y | +409.0% | +84.9% | +324.1% | +235.4% |
| All | +409.0% | +94.0% | +315.0% | +235.4% |
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