+72.2%
CSX vs RUN
-42.7%
+114.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -3.4% | +1.3% | -4.6% | -3.4% |
| 30D | -3.1% | -15.3% | +12.2% | -2.6% |
| 3M | +7.2% | -40.0% | +47.2% | +8.8% |
| 6M | +16.2% | -27.0% | +43.1% | +16.9% |
| YTD | +37.5% | -51.7% | +89.2% | +39.7% |
| 1Y | +53.2% | -45.9% | +99.1% | +54.6% |
| All | +72.2% | -42.7% | +114.9% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling