+107.5%
COST vs CSX
+68.1%
+39.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -3.1% | -3.4% | +0.2% | -2.1% |
| 30D | -2.8% | -3.1% | +0.3% | -1.9% |
| 3M | -5.7% | +7.2% | -12.8% | -8.0% |
| 6M | -8.8% | +16.2% | -24.9% | -13.6% |
| YTD | +6.7% | +37.5% | -30.9% | -4.8% |
| 1Y | -3.6% | +53.2% | -56.9% | -17.4% |
| 3Y | +75.1% | +68.2% | +6.8% | +40.0% |
| All | +107.5% | +68.1% | +39.4% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling