+53.6%
CSX vs RY
+124.6%
-71.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -0.8% |
| 7D | -2.7% | -1.1% | -1.6% | -2.1% |
| 30D | +7.0% | +4.4% | +2.6% | +4.6% |
| 3M | -0.3% | -2.9% | +2.7% | +1.1% |
| 6M | +13.5% | +15.6% | -2.0% | +3.8% |
| YTD | +41.5% | +21.8% | +19.7% | +25.3% |
| 1Y | +45.8% | +42.6% | +3.2% | +17.8% |
| 3Y | +74.4% | +160.9% | -86.5% | -4.2% |
| 5Y | +53.6% | +126.1% | -72.5% | -9.0% |
| All | +53.6% | +124.6% | -71.0% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling