-7.3%
COST vs CSX
+51.3%
-58.6%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | -2.8% | -0.6% | -2.2% | -2.7% |
| 30D | -5.3% | -3.2% | -2.0% | -5.0% |
| 3M | -6.7% | +2.6% | -9.3% | -7.1% |
| 6M | -9.9% | +19.8% | -29.8% | -12.2% |
| YTD | +5.1% | +34.7% | -29.5% | +0.3% |
| 1Y | -7.3% | +52.1% | -59.4% | -12.5% |
| All | -7.3% | +51.3% | -58.6% | -12.5% |
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