+13,986.6%
COST vs CSX
+10,737.9%
+3,248.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.6% | +0.4% | +1.5% |
| 7D | +3.9% | -0.3% | +4.2% | +4.0% |
| 30D | +13.5% | +8.7% | +4.8% | +10.6% |
| 3M | +15.3% | +4.2% | +11.1% | +13.7% |
| 6M | +9.2% | +16.7% | -7.5% | +3.7% |
| YTD | +26.9% | +44.5% | -17.6% | +12.6% |
| 1Y | +19.7% | +50.3% | -30.6% | +4.9% |
| 3Y | +96.0% | +76.3% | +19.7% | +61.2% |
| 5Y | +124.0% | +58.1% | +65.9% | +89.2% |
| 10Y | +760.6% | +416.4% | +344.2% | +377.6% |
| All | +13,986.6% | +10,737.9% | +3,248.8% | +1,962.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling