+336.7%
COP vs CSX
+415.8%
-79.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +2.0% |
| 7D | +4.4% | +6.0% | -1.6% | +1.0% |
| 30D | 0.0% | +7.8% | -7.9% | -4.7% |
| 3M | +15.0% | +4.1% | +10.9% | +11.7% |
| 6M | +22.0% | +17.9% | +4.1% | +9.6% |
| YTD | +55.3% | +44.9% | +10.4% | +22.3% |
| 1Y | +64.1% | +51.1% | +13.0% | +25.9% |
| 3Y | +34.1% | +78.3% | -44.2% | -10.0% |
| 5Y | +133.4% | +58.1% | +75.3% | +64.7% |
| All | +336.7% | +415.8% | -79.1% | +102.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling