+84.2%
CSX vs ROIV
+264.1%
-179.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.1% | -3.5% | +2.3% |
| 7D | +0.1% | +3.0% | -2.9% | 0.0% |
| 30D | +9.7% | +6.8% | +2.9% | +9.3% |
| 3M | +2.3% | +10.5% | -8.2% | +1.5% |
| 6M | +17.1% | +34.8% | -17.7% | +14.7% |
| YTD | +44.9% | +76.2% | -31.3% | +39.6% |
| 1Y | +47.1% | +92.4% | -45.3% | +40.9% |
| 3Y | +78.6% | +312.0% | -233.4% | +63.8% |
| 5Y | +57.2% | +388.3% | -331.0% | +37.0% |
| All | +84.2% | +264.1% | -179.9% | +65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling