+482.4%
CSX vs TROW
+129.7%
+352.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | +0.6% | +0.4% | +0.2% | +0.4% |
| 30D | -2.3% | -4.0% | +1.8% | -0.3% |
| 3M | +4.3% | +5.0% | -0.7% | +1.1% |
| 6M | +23.4% | +24.3% | -1.0% | +9.7% |
| YTD | +36.4% | +9.8% | +26.6% | +28.4% |
| 1Y | +53.0% | +6.4% | +46.6% | +45.9% |
| 3Y | +70.6% | +15.8% | +54.8% | +51.8% |
| 5Y | +65.5% | -37.3% | +102.7% | +99.1% |
| 10Y | +482.4% | +130.6% | +351.7% | +243.0% |
| All | +482.4% | +129.7% | +352.7% | +243.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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