+3,709.4%
CSX vs RY
+11,573.6%
-7,864.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -3.4% | +3.1% | -6.5% | -5.1% |
| 30D | -3.1% | -0.3% | -2.8% | -3.0% |
| 3M | +7.2% | +8.7% | -1.5% | +1.7% |
| 6M | +16.2% | +28.5% | -12.4% | -0.1% |
| YTD | +37.5% | +25.1% | +12.4% | +20.0% |
| 1Y | +53.2% | +46.3% | +6.9% | +22.0% |
| 3Y | +68.2% | +154.9% | -86.7% | -4.4% |
| 5Y | +65.2% | +140.3% | -75.1% | -3.3% |
| 10Y | +504.1% | +377.0% | +127.1% | +142.0% |
| All | +3,709.4% | +11,573.6% | -7,864.2% | +385.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling