+58.1%
CSX vs AZO
+72.3%
-14.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.5% |
| 7D | -0.3% | -2.6% | +2.4% | +0.3% |
| 30D | +8.7% | +11.7% | -3.0% | +6.1% |
| 3M | +4.2% | +6.4% | -2.2% | +2.7% |
| 6M | +16.7% | -5.5% | +22.2% | +17.7% |
| YTD | +44.5% | -4.5% | +49.0% | +44.8% |
| 1Y | +50.3% | -13.8% | +64.1% | +54.5% |
| 3Y | +76.3% | +19.8% | +56.5% | +62.0% |
| 5Y | +58.1% | +71.6% | -13.5% | +26.2% |
| All | +58.1% | +72.3% | -14.2% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling