+414.9%
CSX vs ROP
+185.2%
+229.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.0% | +0.7% | +5.3% | +5.5% |
| 30D | +7.8% | +28.8% | -21.0% | -7.0% |
| 3M | +4.1% | +21.1% | -17.0% | -7.3% |
| 6M | +17.9% | +52.5% | -34.6% | -9.5% |
| YTD | +44.9% | +8.9% | +36.0% | +34.9% |
| 1Y | +51.1% | +8.2% | +42.9% | +41.2% |
| 3Y | +78.3% | -5.2% | +83.4% | +77.8% |
| 5Y | +58.1% | +1.7% | +56.4% | +47.8% |
| All | +414.9% | +185.2% | +229.7% | +183.1% |
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