+73.8%
CSX vs ROIV
+270.3%
-196.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.5% | -3.7% |
| 7D | -5.5% | +5.3% | -10.9% | -5.8% |
| 30D | +4.9% | +11.9% | -7.0% | +4.3% |
| 3M | -2.9% | +10.7% | -13.6% | -3.6% |
| 6M | +8.3% | +34.9% | -26.6% | +6.2% |
| YTD | +36.7% | +79.2% | -42.4% | +31.6% |
| 1Y | +41.5% | +89.0% | -47.5% | +35.7% |
| 3Y | +68.6% | +337.3% | -268.7% | +54.3% |
| 5Y | +48.4% | +402.3% | -353.9% | +29.2% |
| All | +73.8% | +270.3% | -196.5% | +56.1% |
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