+3,286.3%
CSX vs RSG
+2,259.5%
+1,026.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.1% |
| 7D | +0.7% | +2.0% | -1.2% | 0.0% |
| 30D | +8.1% | +14.2% | -6.1% | +2.9% |
| 3M | +2.2% | +15.8% | -13.6% | -3.2% |
| 6M | +14.6% | +24.6% | -10.0% | +5.3% |
| YTD | +42.2% | +18.2% | +24.0% | +32.9% |
| 1Y | +47.3% | +22.8% | +24.5% | +35.7% |
| 3Y | +73.5% | +62.4% | +11.2% | +42.9% |
| 5Y | +54.1% | +96.0% | -41.9% | +18.1% |
| 10Y | +409.0% | +448.5% | -39.5% | +177.7% |
| All | +3,286.3% | +2,259.5% | +1,026.8% | +1,151.1% |
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