+72.2%
CSX vs ROL
-4.8%
+77.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.8% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | -3.1% | -4.1% | +1.0% | -2.4% |
| 3M | +7.2% | -22.5% | +29.7% | +11.9% |
| 6M | +16.2% | -37.7% | +53.8% | +27.1% |
| YTD | +37.5% | -39.6% | +77.1% | +51.1% |
| 1Y | +53.2% | -36.0% | +89.2% | +66.1% |
| All | +72.2% | -4.8% | +77.0% | +72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling