+427.3%
CSX vs RY
+360.6%
+66.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.4% |
| 7D | -5.5% | -0.9% | -4.6% | -4.9% |
| 30D | +4.9% | +5.9% | -0.9% | +0.6% |
| 3M | -2.9% | -4.3% | +1.4% | 0.0% |
| 6M | +8.3% | +12.1% | -3.8% | -1.5% |
| YTD | +36.7% | +20.3% | +16.5% | +17.6% |
| 1Y | +41.5% | +41.0% | +0.5% | +7.7% |
| 3Y | +68.6% | +157.5% | -88.9% | -22.0% |
| 5Y | +48.4% | +123.2% | -74.7% | -24.0% |
| All | +427.3% | +360.6% | +66.7% | +74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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