+186.4%
COP vs CSX
+65.9%
+120.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -1.9% | -1.4% |
| 7D | +3.0% | -3.4% | +6.4% | +4.3% |
| 30D | +17.5% | -3.1% | +20.6% | +18.8% |
| 3M | +13.4% | +7.2% | +6.2% | +9.7% |
| 6M | +17.7% | +16.2% | +1.6% | +9.5% |
| YTD | +46.6% | +37.5% | +9.0% | +26.1% |
| 1Y | +44.6% | +53.2% | -8.6% | +17.8% |
| 3Y | +20.7% | +68.2% | -47.5% | -9.2% |
| All | +186.4% | +65.9% | +120.5% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling