+346.1%
COP vs CSX
+504.4%
-158.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.6% |
| 7D | +3.0% | -3.4% | +6.4% | +4.9% |
| 30D | +17.5% | -3.1% | +20.6% | +19.4% |
| 3M | +13.4% | +7.2% | +6.2% | +8.2% |
| 6M | +17.7% | +16.2% | +1.6% | +6.2% |
| YTD | +46.6% | +37.5% | +9.0% | +19.5% |
| 1Y | +44.6% | +53.2% | -8.6% | +9.9% |
| 3Y | +20.7% | +68.2% | -47.5% | -15.8% |
| 5Y | +185.0% | +65.2% | +119.8% | +95.4% |
| All | +346.1% | +504.4% | -158.2% | +87.5% |
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 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