+73.7%
COST vs CSX
+73.8%
-0.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -3.1% | -3.4% | +0.2% | -2.6% |
| 30D | -2.8% | -3.1% | +0.3% | -2.3% |
| 3M | -5.7% | +7.2% | -12.8% | -6.9% |
| 6M | -8.8% | +16.2% | -24.9% | -11.3% |
| YTD | +6.7% | +37.5% | -30.9% | +0.2% |
| 1Y | -3.6% | +53.2% | -56.9% | -11.4% |
| All | +73.7% | +73.8% | -0.1% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling