+416.4%
CSX vs ROST
+321.2%
+95.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | -0.3% | -1.8% | +1.5% | +0.4% |
| 30D | +8.7% | +6.8% | +1.9% | +6.1% |
| 3M | +4.2% | -4.0% | +8.2% | +5.5% |
| 6M | +16.7% | +12.9% | +3.8% | +10.3% |
| YTD | +44.5% | +34.7% | +9.7% | +27.4% |
| 1Y | +50.3% | +49.5% | +0.8% | +27.2% |
| 3Y | +76.3% | +101.5% | -25.2% | +30.5% |
| 5Y | +58.1% | +120.7% | -62.5% | +9.1% |
| 10Y | +416.4% | +317.8% | +98.6% | +187.9% |
| All | +416.4% | +321.2% | +95.2% | +187.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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