+3,818.9%
CSX vs RY
+11,266.1%
-7,447.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -0.7% |
| 7D | -2.7% | -1.1% | -1.6% | -2.1% |
| 30D | +7.0% | +4.4% | +2.6% | +4.3% |
| 3M | -0.3% | -2.9% | +2.7% | +1.2% |
| 6M | +13.5% | +15.6% | -2.0% | +3.7% |
| YTD | +41.5% | +21.8% | +19.7% | +25.2% |
| 1Y | +45.8% | +42.6% | +3.2% | +17.7% |
| 3Y | +74.4% | +160.9% | -86.5% | -2.2% |
| 5Y | +53.6% | +126.1% | -72.5% | -7.0% |
| 10Y | +465.6% | +371.7% | +93.9% | +128.0% |
| All | +3,818.9% | +11,266.1% | -7,447.2% | +406.1% |
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 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