+418.4%
CSX vs ROP
+183.9%
+234.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +3.1% | -2.7% | +5.8% | +4.7% |
| 30D | +9.7% | +29.7% | -20.0% | -5.8% |
| 3M | +4.9% | +21.2% | -16.3% | -6.7% |
| 6M | +18.4% | +48.3% | -29.9% | -7.6% |
| YTD | +45.9% | +8.4% | +37.5% | +36.2% |
| 1Y | +50.0% | +6.0% | +44.0% | +42.0% |
| 3Y | +78.0% | -5.6% | +83.6% | +78.0% |
| 5Y | +59.2% | +1.3% | +57.9% | +49.2% |
| All | +418.4% | +183.9% | +234.4% | +185.8% |
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