+9,772.3%
CSX vs TROW
+14,446.5%
-4,674.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.8% | +1.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.9% |
| 30D | -3.1% | -4.5% | +1.4% | -1.5% |
| 3M | +7.2% | +3.9% | +3.3% | +5.3% |
| 6M | +16.2% | +22.6% | -6.4% | +7.6% |
| YTD | +37.5% | +10.1% | +27.4% | +31.8% |
| 1Y | +53.2% | +3.6% | +49.6% | +49.8% |
| 3Y | +68.2% | +12.4% | +55.8% | +57.7% |
| 5Y | +65.2% | -37.5% | +102.7% | +85.1% |
| 10Y | +504.1% | +130.0% | +374.2% | +333.1% |
| All | +9,772.3% | +14,446.5% | -4,674.2% | +2,825.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling