+74.5%
CSX vs TROW
+34.1%
+40.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +2.0% |
| 7D | -2.2% | +4.7% | -6.9% | -3.8% |
| 30D | +6.8% | +5.4% | +1.4% | +4.7% |
| 3M | +0.7% | -1.6% | +2.3% | +1.2% |
| 6M | +13.3% | +7.8% | +5.5% | +9.2% |
| YTD | +40.5% | +12.6% | +28.0% | +32.4% |
| 1Y | +44.7% | +13.6% | +31.1% | +35.6% |
| 3Y | +74.5% | +36.6% | +37.9% | +49.8% |
| All | +74.5% | +34.1% | +40.4% | +49.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling