+412.6%
CSX vs ROP
+189.6%
+223.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.4% |
| 7D | -2.2% | -1.6% | -0.6% | -1.3% |
| 30D | +6.8% | +29.5% | -22.7% | -8.2% |
| 3M | +0.7% | +17.5% | -16.9% | -8.8% |
| 6M | +13.3% | +38.1% | -24.8% | -7.9% |
| YTD | +40.5% | +7.0% | +33.5% | +32.1% |
| 1Y | +44.7% | +6.5% | +38.2% | +36.3% |
| 3Y | +74.5% | -5.5% | +80.0% | +74.1% |
| 5Y | +52.0% | -0.4% | +52.4% | +43.8% |
| 10Y | +412.6% | +183.6% | +229.1% | +176.5% |
| All | +412.6% | +189.6% | +223.0% | +176.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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