+3,175.6%
CSX vs RSG
+2,015.2%
+1,160.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.7% |
| 3M | +7.2% | +7.4% | -0.3% | +4.1% |
| 6M | +16.2% | -3.3% | +19.4% | +17.1% |
| YTD | +37.5% | +6.0% | +31.5% | +33.9% |
| 1Y | +53.2% | -3.7% | +56.9% | +54.3% |
| 3Y | +68.2% | +59.1% | +9.1% | +39.6% |
| 5Y | +65.2% | +89.0% | -23.8% | +28.4% |
| 10Y | +504.1% | +412.5% | +91.6% | +238.9% |
| All | +3,175.6% | +2,015.2% | +1,160.3% | +1,160.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling