+10,056.0%
CSX vs ROL
+9,768.6%
+287.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.7% |
| 7D | -2.7% | +11.7% | -14.4% | -6.5% |
| 30D | +7.0% | +27.7% | -20.7% | -2.0% |
| 3M | -0.3% | +3.7% | -4.0% | -2.0% |
| 6M | +13.5% | -27.8% | +41.3% | +25.9% |
| YTD | +41.5% | -34.7% | +76.2% | +62.2% |
| 1Y | +45.8% | -34.1% | +79.9% | +66.4% |
| 3Y | +74.4% | +5.9% | +68.5% | +65.1% |
| 5Y | +53.6% | +15.6% | +38.0% | +38.2% |
| 10Y | +465.6% | +226.5% | +239.1% | +241.9% |
| All | +10,056.0% | +9,768.6% | +287.4% | +1,977.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling