+482.4%
CSX vs COF
+255.6%
+226.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | +0.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.1% |
| 30D | -2.3% | -1.4% | -0.9% | -1.8% |
| 3M | +4.3% | +19.0% | -14.7% | -3.2% |
| 6M | +23.4% | +14.9% | +8.5% | +15.7% |
| YTD | +36.4% | -10.7% | +47.1% | +40.2% |
| 1Y | +53.0% | -1.3% | +54.3% | +50.5% |
| 3Y | +70.6% | +124.3% | -53.7% | +15.2% |
| 5Y | +65.5% | +51.1% | +14.3% | +26.5% |
| 10Y | +482.4% | +252.4% | +230.0% | +175.1% |
| All | +482.4% | +255.6% | +226.8% | +175.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 10y: compounded portfolio wealth divided by compounded COF 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…
10y analysis · Full analysis span regression · 6 months rolling