+47.1%
CSX vs STZ
+14.7%
+32.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.8% |
| 7D | +0.1% | +13.0% | -12.8% | -1.7% |
| 30D | +9.7% | +29.4% | -19.7% | +5.9% |
| 3M | +2.3% | +11.6% | -9.3% | +0.4% |
| 6M | +17.1% | -0.2% | +17.3% | +16.8% |
| YTD | +44.9% | +8.6% | +36.3% | +42.5% |
| 1Y | +47.1% | +15.9% | +31.2% | +46.0% |
| All | +47.1% | +14.7% | +32.4% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling