+52.0%
CSX vs ROP
-0.2%
+52.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.2% |
| 7D | -2.2% | -1.6% | -0.6% | -1.5% |
| 30D | +6.8% | +29.5% | -22.7% | -3.9% |
| 3M | +0.7% | +17.5% | -16.9% | -6.0% |
| 6M | +13.3% | +38.1% | -24.8% | -1.8% |
| YTD | +40.5% | +7.0% | +33.5% | +36.7% |
| 1Y | +44.7% | +6.5% | +38.2% | +41.0% |
| 3Y | +74.5% | -5.5% | +80.0% | +78.0% |
| 5Y | +52.0% | -0.4% | +52.4% | +46.1% |
| All | +52.0% | -0.2% | +52.2% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling