+124.5%
COST vs CSX
+57.8%
+66.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.5% |
| 7D | +5.0% | +6.0% | -1.0% | +3.1% |
| 30D | +12.8% | +7.8% | +5.0% | +10.1% |
| 3M | +15.2% | +4.1% | +11.1% | +13.6% |
| 6M | +7.4% | +17.9% | -10.5% | +1.4% |
| YTD | +29.0% | +44.9% | -15.9% | +13.1% |
| 1Y | +20.3% | +51.1% | -30.9% | +3.9% |
| 3Y | +99.0% | +78.3% | +20.7% | +55.8% |
| All | +124.5% | +57.8% | +66.7% | +84.4% |
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 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