+48.2%
CSX vs RSG
+97.2%
-49.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -2.9% |
| 7D | -5.5% | +1.2% | -6.7% | -6.0% |
| 30D | +4.9% | +14.2% | -9.3% | -1.0% |
| 3M | -2.9% | +18.2% | -21.0% | -9.8% |
| 6M | +8.3% | +24.4% | -16.0% | -2.1% |
| YTD | +36.7% | +17.9% | +18.9% | +26.2% |
| 1Y | +41.5% | +22.3% | +19.2% | +28.1% |
| 3Y | +68.6% | +65.1% | +3.5% | +24.4% |
| All | +48.2% | +97.2% | -49.0% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling