+52.0%
CSX vs TROW
-37.2%
+89.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.5% | +1.9% |
| 7D | -2.2% | +4.7% | -6.9% | -3.9% |
| 30D | +6.8% | +5.4% | +1.4% | +4.6% |
| 3M | +0.7% | -1.6% | +2.3% | +1.1% |
| 6M | +13.3% | +7.8% | +5.5% | +9.3% |
| YTD | +40.5% | +12.6% | +28.0% | +32.7% |
| 1Y | +44.7% | +13.6% | +31.1% | +36.0% |
| 3Y | +74.5% | +36.6% | +37.9% | +50.0% |
| 5Y | +52.0% | -36.7% | +88.7% | +62.9% |
| All | +52.0% | -37.2% | +89.1% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling