+427.3%
CSX vs ROP
+195.2%
+232.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.4% | -1.7% |
| 7D | -5.5% | +2.1% | -7.7% | -6.7% |
| 30D | +4.9% | +32.9% | -28.0% | -11.2% |
| 3M | -2.9% | +20.0% | -22.9% | -13.1% |
| 6M | +8.3% | +36.4% | -28.1% | -11.3% |
| YTD | +36.7% | +7.8% | +28.9% | +28.0% |
| 1Y | +41.5% | +8.0% | +33.5% | +32.2% |
| 3Y | +68.6% | -3.5% | +72.1% | +65.9% |
| 5Y | +48.4% | +1.5% | +47.0% | +38.8% |
| All | +427.3% | +195.2% | +232.1% | +158.2% |
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