+19.5%
RSP vs CSX
+49.3%
-29.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.4% |
| 7D | +2.4% | +6.0% | -3.6% | +0.8% |
| 30D | +4.3% | +7.8% | -3.5% | +2.3% |
| 3M | -0.3% | +4.1% | -4.4% | -1.3% |
| 6M | +9.8% | +17.9% | -8.1% | +4.2% |
| YTD | +16.8% | +44.9% | -28.1% | +2.1% |
| 1Y | +19.5% | +51.1% | -31.6% | +1.8% |
| All | +19.5% | +49.3% | -29.8% | +1.8% |
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