+99.1%
KO vs CSX
+56.8%
+42.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | +8.7% | +8.7% | 0.0% | +6.5% |
| 3M | +13.5% | +4.2% | +9.3% | +12.3% |
| 6M | +25.6% | +16.7% | +8.9% | +20.7% |
| YTD | +42.3% | +44.5% | -2.2% | +29.6% |
| 1Y | +39.9% | +50.3% | -10.4% | +26.2% |
| 3Y | +87.5% | +76.3% | +11.2% | +58.8% |
| 5Y | +99.1% | +58.1% | +40.9% | +68.6% |
| All | +99.1% | +56.8% | +42.2% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling