+4,235.9%
KO vs CSX
+10,217.9%
-5,982.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -1.8% | -3.4% | +1.6% | -1.1% |
| 30D | +1.4% | -3.1% | +4.5% | +2.1% |
| 3M | +15.4% | +7.2% | +8.2% | +13.5% |
| 6M | +14.3% | +16.2% | -1.9% | +10.3% |
| YTD | +27.7% | +37.5% | -9.9% | +18.7% |
| 1Y | +32.7% | +53.2% | -20.5% | +20.4% |
| 3Y | +62.2% | +68.2% | -6.0% | +42.7% |
| 5Y | +80.0% | +65.2% | +14.8% | +57.8% |
| 10Y | +175.6% | +504.1% | -328.5% | +80.3% |
| All | +4,235.9% | +10,217.9% | -5,982.0% | +1,010.4% |
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