+79.9%
CSX vs ROIV
+248.8%
-168.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.2% | +1.9% | -2.1% |
| 7D | -2.7% | -2.4% | -0.3% | -2.6% |
| 30D | +7.0% | +3.1% | +3.9% | +6.8% |
| 3M | -0.3% | +5.8% | -6.1% | -0.8% |
| 6M | +13.5% | +29.3% | -15.8% | +11.5% |
| YTD | +41.5% | +68.8% | -27.3% | +36.6% |
| 1Y | +45.8% | +81.0% | -35.3% | +40.1% |
| 3Y | +74.4% | +294.6% | -220.2% | +60.3% |
| 5Y | +53.6% | +373.1% | -319.5% | +34.2% |
| All | +79.9% | +248.8% | -168.9% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling