+609.0%
COST vs CSX
+481.1%
+127.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -5.3% | -3.2% | -2.0% | -4.5% |
| 3M | -6.7% | +2.6% | -9.3% | -7.5% |
| 6M | -9.9% | +19.8% | -29.8% | -14.6% |
| YTD | +5.1% | +34.7% | -29.5% | -3.6% |
| 1Y | -7.3% | +52.1% | -59.4% | -17.9% |
| 3Y | +70.4% | +68.4% | +2.0% | +44.5% |
| 5Y | +104.4% | +65.1% | +39.3% | +73.8% |
| 10Y | +609.0% | +496.7% | +112.3% | +384.8% |
| All | +609.0% | +481.1% | +127.9% | +384.8% |
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 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