+27.8%
COP vs CSX
+74.1%
-46.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -6.1% | +0.7% | -6.8% | -6.4% |
| 30D | +1.1% | +8.1% | -7.0% | -1.4% |
| 3M | +10.9% | +2.2% | +8.7% | +9.9% |
| 6M | +20.8% | +14.6% | +6.2% | +15.1% |
| YTD | +48.0% | +42.2% | +5.8% | +29.2% |
| 1Y | +58.5% | +47.3% | +11.2% | +36.4% |
| All | +27.8% | +74.1% | -46.4% | -2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling