+409.0%
CSX vs COO
+38.3%
+370.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +0.7% | +4.5% | -3.8% | -0.9% |
| 30D | +8.1% | +16.9% | -8.8% | +2.0% |
| 3M | +2.2% | -16.7% | +18.9% | +8.6% |
| 6M | +14.6% | +5.9% | +8.7% | +10.3% |
| YTD | +42.2% | -22.4% | +64.6% | +54.3% |
| 1Y | +47.3% | -10.1% | +57.4% | +50.4% |
| 3Y | +73.5% | -22.8% | +96.3% | +80.1% |
| 5Y | +54.1% | -41.4% | +95.5% | +77.7% |
| 10Y | +409.0% | +41.3% | +367.7% | +381.7% |
| All | +409.0% | +38.3% | +370.6% | +381.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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