+48.2%
CSX vs ROK
+19.3%
+28.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.9% |
| 7D | -5.5% | -13.8% | +8.3% | -1.3% |
| 30D | +4.9% | -14.9% | +19.9% | +9.9% |
| 3M | -2.9% | -14.7% | +11.8% | +1.5% |
| 6M | +8.3% | -17.7% | +26.0% | +13.8% |
| YTD | +36.7% | -2.5% | +39.2% | +34.5% |
| 1Y | +41.5% | +2.3% | +39.2% | +36.8% |
| 3Y | +68.6% | +52.7% | +15.9% | +36.0% |
| All | +48.2% | +19.3% | +28.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 5y: compounded portfolio wealth divided by compounded ROK 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…
5y analysis · Full analysis span regression · 6 months rolling