+10,056.0%
CSX vs COO
+5,456.7%
+4,599.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -2.2% |
| 7D | -2.7% | +5.3% | -8.0% | -3.1% |
| 30D | +7.0% | +12.5% | -5.5% | +6.0% |
| 3M | -0.3% | -15.1% | +14.8% | +0.8% |
| 6M | +13.5% | +3.7% | +9.8% | +12.9% |
| YTD | +41.5% | -22.5% | +64.0% | +44.0% |
| 1Y | +45.8% | -7.8% | +53.6% | +46.3% |
| 3Y | +74.4% | -24.1% | +98.5% | +76.8% |
| 5Y | +53.6% | -40.1% | +93.7% | +58.1% |
| 10Y | +465.6% | +44.7% | +420.9% | +451.0% |
| All | +10,056.0% | +5,456.7% | +4,599.3% | +9,018.6% |
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