+4,720.1%
CSX vs COF
+5,292.0%
-571.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.6% | +4.4% | +3.2% |
| 7D | -2.2% | -5.8% | +3.6% | -0.5% |
| 30D | +6.8% | -0.3% | +7.2% | +6.8% |
| 3M | +0.7% | -8.5% | +9.2% | +3.0% |
| 6M | +13.3% | +5.6% | +7.6% | +10.8% |
| YTD | +40.5% | -17.1% | +57.6% | +46.3% |
| 1Y | +44.7% | -7.4% | +52.1% | +45.8% |
| 3Y | +74.5% | +99.1% | -24.6% | +38.3% |
| 5Y | +52.0% | +39.5% | +12.5% | +29.8% |
| 10Y | +412.6% | +208.1% | +204.5% | +234.8% |
| All | +4,720.1% | +5,292.0% | -571.9% | +1,427.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling