+45.4%
RSP vs CSX
+47.4%
-2.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.1% |
| 7D | -1.0% | -5.5% | +4.5% | +1.4% |
| 30D | +2.6% | +4.9% | -2.3% | +0.3% |
| 3M | -0.8% | -2.9% | +2.1% | +0.2% |
| 6M | +6.3% | +8.3% | -2.1% | +1.7% |
| YTD | +14.1% | +36.7% | -22.6% | -2.5% |
| 1Y | +18.0% | +41.5% | -23.5% | -0.8% |
| 3Y | +61.0% | +68.6% | -7.6% | +20.2% |
| All | +45.4% | +47.4% | -2.0% | +11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling