+48.2%
CSX vs STZ
-29.7%
+77.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -2.9% |
| 7D | -5.5% | +4.9% | -10.4% | -6.7% |
| 30D | +4.9% | +20.9% | -15.9% | 0.0% |
| 3M | -2.9% | +8.0% | -10.8% | -5.0% |
| 6M | +8.3% | -5.3% | +13.6% | +9.4% |
| YTD | +36.7% | +5.9% | +30.8% | +33.0% |
| 1Y | +41.5% | +14.2% | +27.3% | +34.4% |
| 3Y | +68.6% | -37.0% | +105.6% | +87.5% |
| All | +48.2% | -29.7% | +77.9% | +49.7% |
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