+416.4%
CSX vs AZO
+334.9%
+81.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.3% | -2.6% | +2.4% | +0.7% |
| 30D | +8.7% | +11.7% | -3.0% | +4.6% |
| 3M | +4.2% | +6.4% | -2.2% | +1.8% |
| 6M | +16.7% | -5.5% | +22.2% | +18.0% |
| YTD | +44.5% | -4.5% | +49.0% | +44.6% |
| 1Y | +50.3% | -13.8% | +64.1% | +56.0% |
| 3Y | +76.3% | +19.8% | +56.5% | +57.3% |
| 5Y | +58.1% | +71.6% | -13.5% | +18.2% |
| 10Y | +416.4% | +331.5% | +84.9% | +155.3% |
| All | +416.4% | +334.9% | +81.5% | +155.3% |
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