+496.7%
CSX vs AZO
+300.1%
+196.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -0.6% | -0.8% | +0.2% | -0.3% |
| 30D | -3.2% | -5.1% | +1.9% | -1.5% |
| 3M | +2.6% | -7.2% | +9.8% | +4.8% |
| 6M | +19.8% | -20.7% | +40.6% | +29.0% |
| YTD | +34.7% | -14.2% | +48.8% | +40.1% |
| 1Y | +52.1% | -32.2% | +84.3% | +72.5% |
| 3Y | +68.4% | +11.1% | +57.3% | +53.9% |
| 5Y | +65.1% | +87.6% | -22.5% | +17.3% |
| 10Y | +496.7% | +302.9% | +193.8% | +211.7% |
| All | +496.7% | +300.1% | +196.7% | +211.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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