+482.4%
CSX vs RSG
+415.1%
+67.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +0.6% | -0.7% | +1.4% | +1.1% |
| 30D | -2.3% | +3.3% | -5.6% | -4.4% |
| 3M | +4.3% | +8.5% | -4.2% | -1.6% |
| 6M | +23.4% | -3.5% | +26.9% | +25.2% |
| YTD | +36.4% | +5.5% | +30.9% | +30.1% |
| 1Y | +53.0% | -1.7% | +54.8% | +52.7% |
| 3Y | +70.6% | +56.9% | +13.7% | +17.3% |
| 5Y | +65.5% | +89.4% | -23.9% | -3.8% |
| 10Y | +482.4% | +412.5% | +69.8% | +67.3% |
| All | +482.4% | +415.1% | +67.3% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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