+50.0%
CSX vs STZ
+12.7%
+37.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.6% | +0.9% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +9.7% | +14.7% | -5.0% | +7.5% |
| 3M | +4.9% | +8.8% | -3.9% | +3.3% |
| 6M | +18.4% | +3.1% | +15.3% | +17.5% |
| YTD | +45.9% | +7.9% | +38.0% | +43.0% |
| 1Y | +50.0% | +14.2% | +35.8% | +45.2% |
| All | +50.0% | +12.7% | +37.3% | +45.2% |
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