+9,784.9%
CSX vs AZO
+47,313.8%
-37,528.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.0% | +1.3% | +4.6% | +5.6% |
| 30D | +7.8% | +12.0% | -4.1% | +4.4% |
| 3M | +4.1% | +7.2% | -3.1% | +1.9% |
| 6M | +17.9% | -3.2% | +21.1% | +18.1% |
| YTD | +44.9% | -3.9% | +48.8% | +44.8% |
| 1Y | +51.1% | -14.7% | +65.8% | +56.1% |
| 3Y | +78.3% | +20.4% | +57.9% | +64.5% |
| 5Y | +58.1% | +72.8% | -14.7% | +29.6% |
| 10Y | +417.9% | +334.4% | +83.5% | +220.4% |
| All | +9,784.9% | +47,313.8% | -37,528.9% | +2,184.6% |
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 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