+412.6%
CSX vs RSG
+458.9%
-46.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -2.2% | +0.3% | -2.5% | -2.4% |
| 30D | +6.8% | +13.8% | -7.0% | -1.8% |
| 3M | +0.7% | +15.4% | -14.7% | -8.4% |
| 6M | +13.3% | +24.1% | -10.9% | -2.4% |
| YTD | +40.5% | +17.8% | +22.7% | +24.7% |
| 1Y | +44.7% | +21.5% | +23.2% | +25.5% |
| 3Y | +74.5% | +63.3% | +11.2% | +17.9% |
| 5Y | +52.0% | +97.3% | -45.3% | -12.7% |
| 10Y | +412.6% | +448.1% | -35.5% | +59.9% |
| All | +412.6% | +458.9% | -46.3% | +59.9% |
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