+48.5%
CSX vs STZ
+12.3%
+36.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | -0.3% | -0.9% | +0.7% | -0.1% |
| 30D | +8.7% | +14.9% | -6.2% | +6.5% |
| 3M | +4.2% | +8.4% | -4.2% | +2.7% |
| 6M | +16.7% | +2.8% | +13.9% | +15.8% |
| YTD | +44.5% | +7.5% | +36.9% | +41.7% |
| All | +48.5% | +12.3% | +36.2% | +43.9% |
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