+3,953.8%
CSX vs COR
+17,545.2%
-13,591.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.7% | +1.3% |
| 7D | -3.4% | +2.8% | -6.2% | -4.1% |
| 30D | -3.1% | +4.5% | -7.6% | -4.3% |
| 3M | +7.2% | +22.7% | -15.5% | +1.7% |
| 6M | +16.2% | -9.7% | +25.9% | +18.0% |
| YTD | +37.5% | -1.4% | +39.0% | +36.3% |
| 1Y | +53.2% | +13.9% | +39.3% | +46.1% |
| 3Y | +68.2% | +94.0% | -25.7% | +38.7% |
| 5Y | +65.2% | +184.0% | -118.8% | +23.1% |
| 10Y | +504.1% | +406.8% | +97.4% | +280.4% |
| All | +3,953.8% | +17,545.2% | -13,591.4% | +1,276.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling