+504.6%
CSX vs ROP
+137.6%
+366.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.6% | +4.4% | +2.9% |
| 7D | -3.4% | -4.4% | +1.1% | -0.9% |
| 30D | -3.1% | +3.2% | -6.3% | -5.1% |
| 3M | +7.2% | +23.1% | -15.9% | -6.2% |
| 6M | +16.2% | +13.3% | +2.9% | +6.1% |
| YTD | +37.5% | -7.9% | +45.4% | +41.6% |
| 1Y | +53.2% | -22.1% | +75.3% | +75.2% |
| 3Y | +68.2% | -16.8% | +85.0% | +80.8% |
| 5Y | +65.2% | -13.5% | +78.8% | +70.1% |
| All | +504.6% | +137.6% | +366.9% | +227.7% |
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