+4,725.8%
KO vs CSX
+10,842.3%
-6,116.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | +1.8% | +3.1% | -1.3% | +1.1% |
| 30D | +8.1% | +9.7% | -1.6% | +5.9% |
| 3M | +13.0% | +4.9% | +8.1% | +11.8% |
| 6M | +23.3% | +18.4% | +4.9% | +18.5% |
| YTD | +42.1% | +45.9% | -3.8% | +30.4% |
| 1Y | +39.9% | +50.0% | -10.1% | +27.5% |
| 3Y | +87.3% | +78.0% | +9.3% | +62.7% |
| 5Y | +99.3% | +59.2% | +40.1% | +76.0% |
| 10Y | +223.8% | +421.4% | -197.6% | +118.1% |
| All | +4,725.8% | +10,842.3% | -6,116.4% | +1,119.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling