+427.3%
CSX vs STZ
+3.4%
+424.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.7% |
| 7D | -5.5% | +4.9% | -10.4% | -7.1% |
| 30D | +4.9% | +20.9% | -15.9% | -1.8% |
| 3M | -2.9% | +8.0% | -10.8% | -5.8% |
| 6M | +8.3% | -5.3% | +13.6% | +9.5% |
| YTD | +36.7% | +5.9% | +30.8% | +31.7% |
| 1Y | +41.5% | +14.2% | +27.3% | +32.2% |
| 3Y | +68.6% | -37.0% | +105.6% | +92.3% |
| 5Y | +48.4% | -29.7% | +78.1% | +60.0% |
| All | +427.3% | +3.4% | +424.0% | +395.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling