+4,560.7%
COP vs CSX
+10,157.3%
-5,596.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.9% |
| 7D | -11.5% | -5.5% | -6.0% | -9.7% |
| 30D | +5.0% | +4.9% | 0.0% | +2.8% |
| 3M | +17.5% | -2.9% | +20.3% | +18.3% |
| 6M | +16.2% | +8.3% | +7.9% | +11.9% |
| YTD | +48.8% | +36.7% | +12.0% | +30.3% |
| 1Y | +64.1% | +41.5% | +22.6% | +41.7% |
| 3Y | +25.7% | +68.6% | -43.0% | +0.2% |
| 5Y | +114.4% | +48.4% | +65.9% | +77.8% |
| 10Y | +331.7% | +446.6% | -114.9% | +129.0% |
| All | +4,560.7% | +10,157.3% | -5,596.6% | +1,054.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling