+53.6%
CSX vs COR
+185.3%
-131.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.7% | -1.6% |
| 7D | -2.7% | +2.8% | -5.5% | -3.2% |
| 30D | +7.0% | +7.4% | -0.4% | +5.6% |
| 3M | -0.3% | +7.3% | -7.6% | -1.7% |
| 6M | +13.5% | +11.5% | +2.0% | +10.5% |
| YTD | +41.5% | +1.2% | +40.3% | +40.3% |
| 1Y | +45.8% | -3.3% | +49.1% | +46.0% |
| 3Y | +74.4% | +78.5% | -4.1% | +39.1% |
| 5Y | +53.6% | +183.0% | -129.4% | -2.6% |
| All | +53.6% | +185.3% | -131.7% | -2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling