+45.6%
CSX vs RSG
+22.8%
+22.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | 0.0% | +2.8% | +2.8% |
| 7D | -2.2% | +0.3% | -2.5% | -2.3% |
| 30D | +6.8% | +13.8% | -7.0% | +3.7% |
| 3M | +0.7% | +15.4% | -14.7% | -2.6% |
| 6M | +13.3% | +24.1% | -10.9% | +7.9% |
| YTD | +40.5% | +17.8% | +22.7% | +33.8% |
| All | +45.6% | +22.8% | +22.8% | +38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling