+53.6%
CSX vs STZ
-27.7%
+81.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.2% |
| 7D | -2.7% | +11.8% | -14.5% | -5.5% |
| 30D | +7.0% | +26.0% | -19.0% | +0.9% |
| 3M | -0.3% | +11.5% | -11.8% | -3.3% |
| 6M | +13.5% | -2.0% | +15.5% | +13.6% |
| YTD | +41.5% | +7.9% | +33.6% | +36.9% |
| 1Y | +45.8% | +13.9% | +31.8% | +38.6% |
| 3Y | +74.4% | -35.8% | +110.2% | +93.0% |
| 5Y | +53.6% | -28.4% | +82.0% | +55.2% |
| All | +53.6% | -27.7% | +81.4% | +55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling