+68.6%
CSX vs RUN
-8.7%
+77.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.4% |
| 7D | -5.5% | +33.4% | -38.9% | -6.4% |
| 30D | +4.9% | +31.1% | -26.2% | +4.0% |
| 3M | -2.9% | +6.4% | -9.2% | -3.2% |
| 6M | +8.3% | -22.2% | +30.6% | +8.7% |
| YTD | +36.7% | -45.8% | +82.5% | +38.0% |
| 1Y | +41.5% | -51.1% | +92.6% | +43.0% |
| 3Y | +68.6% | -3.0% | +71.6% | +53.6% |
| All | +68.6% | -8.7% | +77.3% | +53.6% |
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