+418.4%
CSX vs COR
+469.4%
-51.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.1% | +2.9% | +0.2% | +2.2% |
| 30D | +9.7% | +5.8% | +3.9% | +7.7% |
| 3M | +4.9% | +11.4% | -6.5% | +1.1% |
| 6M | +18.4% | +34.5% | -16.1% | +6.8% |
| YTD | +45.9% | +4.1% | +41.8% | +41.5% |
| 1Y | +50.0% | -3.1% | +53.1% | +49.1% |
| 3Y | +78.0% | +80.9% | -2.8% | +36.9% |
| 5Y | +59.2% | +195.1% | -136.0% | -0.5% |
| All | +418.4% | +469.4% | -51.0% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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