+504.6%
CSX vs ROL
+214.4%
+290.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -3.4% | -1.4% | -2.0% | -2.9% |
| 30D | -3.1% | -4.1% | +1.0% | -1.7% |
| 3M | +7.2% | -22.5% | +29.7% | +17.1% |
| 6M | +16.2% | -37.7% | +53.8% | +37.9% |
| YTD | +37.5% | -39.6% | +77.1% | +64.6% |
| 1Y | +53.2% | -36.0% | +89.2% | +78.6% |
| 3Y | +68.2% | -5.1% | +73.4% | +63.0% |
| 5Y | +65.2% | -3.4% | +68.6% | +54.3% |
| All | +504.6% | +214.4% | +290.2% | +257.2% |
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