+9,283.5%
CSX vs AZO
+43,293.3%
-34,009.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -3.1% | -2.7% | -0.4% | -2.4% |
| 3M | +7.2% | -3.2% | +10.4% | +7.7% |
| 6M | +16.2% | -19.7% | +35.9% | +22.7% |
| YTD | +37.5% | -12.0% | +49.6% | +41.1% |
| 1Y | +53.2% | -29.5% | +82.8% | +67.1% |
| 3Y | +68.2% | +17.3% | +50.9% | +56.3% |
| 5Y | +65.2% | +94.1% | -28.8% | +30.9% |
| 10Y | +504.1% | +303.3% | +200.8% | +282.2% |
| All | +9,283.5% | +43,293.3% | -34,009.8% | +2,126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling