+10,056.0%
CSX vs ROST
+71,708.0%
-61,652.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.3% | +1.9% | -1.4% |
| 7D | -2.7% | +1.3% | -4.0% | -3.0% |
| 30D | +7.0% | +4.9% | +2.1% | +5.8% |
| 3M | -0.3% | -6.9% | +6.6% | +1.2% |
| 6M | +13.5% | +3.8% | +9.7% | +11.9% |
| YTD | +41.5% | +31.4% | +10.1% | +32.0% |
| 1Y | +45.8% | +46.2% | -0.4% | +32.6% |
| 3Y | +74.4% | +99.8% | -25.4% | +46.5% |
| 5Y | +53.6% | +107.6% | -54.0% | +25.3% |
| 10Y | +465.6% | +322.2% | +143.4% | +290.9% |
| All | +10,056.0% | +71,708.0% | -61,652.0% | +3,014.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling