+11,743.1%
COST vs CSX
+10,217.9%
+1,525.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | -3.1% | -3.4% | +0.2% | -2.2% |
| 30D | -2.8% | -3.1% | +0.3% | -1.9% |
| 3M | -5.7% | +7.2% | -12.8% | -7.9% |
| 6M | -8.8% | +16.2% | -24.9% | -13.3% |
| YTD | +6.7% | +37.5% | -30.9% | -3.8% |
| 1Y | -3.6% | +53.2% | -56.9% | -16.1% |
| 3Y | +75.1% | +68.2% | +6.8% | +46.1% |
| 5Y | +108.9% | +65.2% | +43.7% | +74.2% |
| 10Y | +586.2% | +504.1% | +82.0% | +262.1% |
| All | +11,743.1% | +10,217.9% | +1,525.2% | +1,662.1% |
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 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