+60.7%
COP vs CSX
+48.0%
+12.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.6% | -7.8% | -5.3% |
| 7D | -8.1% | +0.1% | -8.3% | -8.1% |
| 30D | +6.7% | +9.7% | -3.1% | +6.0% |
| 3M | +16.9% | +2.3% | +14.6% | +16.5% |
| 6M | +11.2% | +17.1% | -5.9% | +10.1% |
| YTD | +49.5% | +44.9% | +4.6% | +35.8% |
| 1Y | +60.7% | +47.1% | +13.6% | +45.5% |
| All | +60.7% | +48.0% | +12.7% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling