+65.1%
CSX vs TROW
-38.1%
+103.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.7% |
| 7D | -0.6% | -1.5% | +0.9% | 0.0% |
| 30D | -3.2% | -5.3% | +2.1% | -1.3% |
| 3M | +2.6% | +2.9% | -0.4% | +0.9% |
| 6M | +19.8% | +22.2% | -2.4% | +10.2% |
| YTD | +34.7% | +8.1% | +26.6% | +29.3% |
| 1Y | +52.1% | +5.8% | +46.3% | +47.0% |
| 3Y | +68.4% | +14.0% | +54.4% | +55.1% |
| 5Y | +65.1% | -38.3% | +103.4% | +78.4% |
| All | +65.1% | -38.1% | +103.2% | +78.4% |
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