+1,127.7%
RSP vs CSX
+3,996.7%
-2,869.0%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.3% | -0.9% |
| 7D | -0.8% | -3.4% | +2.6% | +0.8% |
| 30D | -0.3% | -3.1% | +2.7% | +1.1% |
| 3M | +4.3% | +7.2% | -2.9% | +0.7% |
| 6M | +8.8% | +16.2% | -7.3% | +0.8% |
| YTD | +15.3% | +37.5% | -22.3% | -1.4% |
| 1Y | +18.3% | +53.2% | -34.9% | -4.0% |
| 3Y | +52.8% | +68.2% | -15.4% | +17.0% |
| 5Y | +51.7% | +65.2% | -13.5% | +15.7% |
| 10Y | +208.5% | +504.1% | -295.7% | +23.5% |
| All | +1,127.7% | +3,996.7% | -2,869.0% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling