+418.4%
CSX vs ROL
+213.5%
+204.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.4% | +1.5% |
| 7D | +3.1% | -1.7% | +4.8% | +3.7% |
| 30D | +9.7% | +18.5% | -8.8% | +3.0% |
| 3M | +4.9% | +4.3% | +0.6% | +2.9% |
| 6M | +18.4% | -27.7% | +46.1% | +32.5% |
| YTD | +45.9% | -35.8% | +81.7% | +70.3% |
| 1Y | +50.0% | -34.1% | +84.1% | +73.1% |
| 3Y | +78.0% | +2.9% | +75.1% | +67.1% |
| 5Y | +59.2% | +12.7% | +46.4% | +39.3% |
| All | +418.4% | +213.5% | +204.9% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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