+65.5%
CSX vs AZO
+93.0%
-27.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.6% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -2.3% | -5.6% | +3.4% | -1.0% |
| 3M | +4.3% | -4.0% | +8.3% | +4.9% |
| 6M | +23.4% | -18.9% | +42.3% | +29.0% |
| YTD | +36.4% | -13.0% | +49.4% | +39.7% |
| 1Y | +53.0% | -30.4% | +83.5% | +66.1% |
| 3Y | +70.6% | +12.7% | +57.9% | +58.5% |
| 5Y | +65.5% | +89.6% | -24.2% | +29.6% |
| All | +65.5% | +93.0% | -27.6% | +29.6% |
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