+78.3%
CSX vs ROST
+94.3%
-16.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.7% | -0.2% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +7.8% | +0.5% | +7.3% | +7.7% |
| 3M | +4.1% | -5.2% | +9.3% | +5.1% |
| 6M | +17.9% | +9.8% | +8.1% | +14.3% |
| YTD | +44.9% | +29.4% | +15.5% | +34.0% |
| 1Y | +51.1% | +44.4% | +6.8% | +35.5% |
| 3Y | +78.3% | +95.0% | -16.7% | +46.2% |
| All | +78.3% | +94.3% | -16.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling