+66.8%
CSX vs COF
+53.2%
+13.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | +1.8% | -5.2% | -3.9% |
| 30D | -3.1% | -0.6% | -2.5% | -3.0% |
| 3M | +7.2% | +20.3% | -13.1% | +0.9% |
| 6M | +16.2% | +13.0% | +3.2% | +11.2% |
| YTD | +37.5% | -8.3% | +45.9% | +39.7% |
| 1Y | +53.2% | -1.5% | +54.7% | +51.6% |
| 3Y | +68.2% | +122.3% | -54.0% | +25.7% |
| All | +66.8% | +53.2% | +13.6% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling