+490.1%
CSX vs ROST
+308.6%
+181.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | +0.9% | -4.3% | -3.7% |
| 30D | -3.1% | -8.9% | +5.8% | +0.1% |
| 3M | +7.2% | -0.8% | +8.0% | +6.8% |
| 6M | +16.2% | +8.5% | +7.7% | +11.5% |
| YTD | +37.5% | +28.6% | +9.0% | +23.5% |
| 1Y | +53.2% | +52.3% | +0.9% | +28.6% |
| 3Y | +68.2% | +94.8% | -26.6% | +26.0% |
| 5Y | +65.2% | +110.8% | -45.5% | +15.7% |
| All | +490.1% | +308.6% | +181.4% | +223.3% |
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