+6,148.9%
CSX vs ROP
+30,787.8%
-24,638.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -2.7% | +9.2% | -11.9% | -5.5% |
| 30D | +7.0% | +35.5% | -28.5% | -3.3% |
| 3M | -0.3% | +24.4% | -24.7% | -7.5% |
| 6M | +13.5% | +38.0% | -24.5% | +1.2% |
| YTD | +41.5% | +11.1% | +30.4% | +34.6% |
| 1Y | +45.8% | +10.9% | +34.9% | +38.7% |
| 3Y | +74.4% | -0.5% | +74.8% | +71.2% |
| 5Y | +53.6% | +4.5% | +49.1% | +47.9% |
| 10Y | +465.6% | +207.5% | +258.2% | +295.0% |
| All | +6,148.9% | +30,787.8% | -24,638.9% | +2,158.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling