+21.8%
RSP vs CSX
+48.0%
-26.2%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.8% | +1.2% |
| 7D | +2.7% | +0.1% | +2.6% | +2.7% |
| 30D | +5.8% | +9.7% | -4.0% | +3.4% |
| 3M | +1.8% | +2.3% | -0.5% | +1.3% |
| 6M | +11.6% | +17.1% | -5.5% | +6.3% |
| YTD | +18.0% | +44.9% | -26.9% | +3.6% |
| 1Y | +21.8% | +47.1% | -25.3% | +6.0% |
| All | +21.8% | +48.0% | -26.2% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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