+427.3%
CSX vs COO
+41.2%
+386.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | -5.5% | +4.7% | -10.2% | -7.1% |
| 30D | +4.9% | +13.9% | -9.0% | 0.0% |
| 3M | -2.9% | -14.9% | +12.1% | +2.3% |
| 6M | +8.3% | +2.0% | +6.3% | +5.8% |
| YTD | +36.7% | -23.9% | +60.7% | +49.4% |
| 1Y | +41.5% | -9.6% | +51.1% | +44.0% |
| 3Y | +68.6% | -25.4% | +94.1% | +77.5% |
| 5Y | +48.4% | -41.2% | +89.6% | +70.4% |
| All | +427.3% | +41.2% | +386.1% | +406.0% |
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