+55.0%
CSX vs COF
-5.2%
+60.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.7% |
| 7D | +0.1% | -6.1% | +6.2% | +1.1% |
| 30D | -1.5% | -5.2% | +3.6% | -0.7% |
| 3M | +6.0% | +17.0% | -11.1% | +2.6% |
| 6M | +20.6% | +12.9% | +7.7% | +17.3% |
| YTD | +36.5% | -13.5% | +50.1% | +39.2% |
| 1Y | +55.0% | -5.9% | +60.8% | +53.4% |
| All | +55.0% | -5.2% | +60.2% | +53.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling