+48.2%
CSX vs COO
-41.6%
+89.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.8% |
| 7D | -5.5% | +4.7% | -10.2% | -6.8% |
| 30D | +4.9% | +13.9% | -9.0% | +1.1% |
| 3M | -2.9% | -14.9% | +12.1% | +1.2% |
| 6M | +8.3% | +2.0% | +6.3% | +6.4% |
| YTD | +36.7% | -23.9% | +60.7% | +46.9% |
| 1Y | +41.5% | -9.6% | +51.1% | +43.7% |
| 3Y | +68.6% | -25.4% | +94.1% | +75.1% |
| All | +48.2% | -41.6% | +89.8% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling