+67.8%
CSX vs RSG
+89.4%
-21.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.3% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -3.1% | +7.6% | -10.7% | -6.2% |
| 3M | +7.2% | +7.4% | -0.3% | +3.5% |
| 6M | +16.2% | -3.3% | +19.4% | +17.4% |
| YTD | +37.5% | +6.0% | +31.5% | +33.0% |
| 1Y | +53.2% | -3.7% | +56.9% | +55.0% |
| 3Y | +68.2% | +59.1% | +9.1% | +25.3% |
| All | +67.8% | +89.4% | -21.6% | +9.7% |
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