+68.6%
CSX vs ROIV
+314.9%
-246.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.2% | -9.5% | -4.0% |
| 7D | -5.5% | +5.3% | -10.9% | -6.1% |
| 30D | +4.9% | +11.9% | -7.0% | +3.6% |
| 3M | -2.9% | +10.7% | -13.6% | -4.3% |
| 6M | +8.3% | +34.9% | -26.6% | +3.5% |
| YTD | +36.7% | +79.2% | -42.4% | +24.2% |
| 1Y | +41.5% | +89.0% | -47.5% | +27.1% |
| 3Y | +68.6% | +337.3% | -268.7% | +27.3% |
| All | +68.6% | +314.9% | -246.3% | +27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling