+10,299.8%
CSX vs COO
+5,536.4%
+4,763.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.9% | -3.3% | +2.2% |
| 7D | +0.1% | +8.4% | -8.3% | -0.5% |
| 30D | +9.7% | +13.5% | -3.7% | +8.6% |
| 3M | +2.3% | -13.8% | +16.0% | +3.3% |
| 6M | +17.1% | +4.7% | +12.4% | +16.3% |
| YTD | +44.9% | -21.4% | +66.3% | +47.3% |
| 1Y | +47.1% | -6.7% | +53.8% | +47.5% |
| 3Y | +78.6% | -23.0% | +101.6% | +80.8% |
| 5Y | +57.2% | -38.7% | +95.9% | +61.5% |
| 10Y | +479.2% | +46.8% | +432.4% | +463.6% |
| All | +10,299.8% | +5,536.4% | +4,763.4% | +9,226.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling