+427.3%
CSX vs ROL
+216.1%
+211.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.6% |
| 7D | -5.5% | +9.5% | -15.0% | -8.7% |
| 30D | +4.9% | +22.9% | -18.0% | -2.9% |
| 3M | -2.9% | +3.5% | -6.4% | -4.5% |
| 6M | +8.3% | -29.4% | +37.7% | +22.4% |
| YTD | +36.7% | -36.1% | +72.8% | +59.9% |
| 1Y | +41.5% | -34.4% | +75.9% | +63.6% |
| 3Y | +68.6% | +4.0% | +64.6% | +57.5% |
| 5Y | +48.4% | +13.2% | +35.2% | +29.5% |
| All | +427.3% | +216.1% | +211.2% | +196.5% |
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