+504.6%
CSX vs COO
+49.3%
+455.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.4% |
| 7D | -3.4% | -2.2% | -1.2% | -2.5% |
| 30D | -3.1% | -7.0% | +3.9% | -0.4% |
| 3M | +7.2% | +12.2% | -5.0% | +1.9% |
| 6M | +16.2% | -15.1% | +31.3% | +23.0% |
| YTD | +37.5% | -15.1% | +52.6% | +45.4% |
| 1Y | +53.2% | +2.3% | +50.9% | +49.6% |
| 3Y | +68.2% | -23.7% | +91.9% | +78.1% |
| 5Y | +65.2% | -38.9% | +104.2% | +89.9% |
| All | +504.6% | +49.3% | +455.3% | +451.0% |
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