+11.9%
COST vs CSX
+48.0%
-36.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | 0.0% | +2.3% |
| 7D | +6.6% | +0.1% | +6.5% | +6.6% |
| 30D | +13.5% | +9.7% | +3.7% | +12.3% |
| 3M | +10.6% | +2.3% | +8.3% | +10.1% |
| 6M | +3.6% | +17.1% | -13.4% | +1.5% |
| YTD | +22.1% | +44.9% | -22.8% | +14.2% |
| 1Y | +11.9% | +47.1% | -35.2% | +4.4% |
| All | +11.9% | +48.0% | -36.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling