+222.7%
KO vs CSX
+419.3%
-196.6%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.4% |
| 7D | +1.8% | +3.1% | -1.3% | +0.9% |
| 30D | +8.1% | +9.7% | -1.6% | +5.4% |
| 3M | +13.0% | +4.9% | +8.1% | +11.4% |
| 6M | +23.3% | +18.4% | +4.9% | +17.3% |
| YTD | +42.1% | +45.9% | -3.8% | +27.4% |
| 1Y | +39.9% | +50.0% | -10.1% | +24.4% |
| 3Y | +87.3% | +78.0% | +9.3% | +56.1% |
| 5Y | +99.3% | +59.2% | +40.1% | +69.5% |
| All | +222.7% | +419.3% | -196.6% | +129.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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