+6,042.8%
CSX vs STZ
+9,621.1%
-3,578.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.4% | -1.9% | -1.5% | -2.9% |
| 30D | -3.1% | -1.9% | -1.2% | -2.8% |
| 3M | +7.2% | -6.2% | +13.4% | +8.5% |
| 6M | +16.2% | -14.0% | +30.2% | +19.7% |
| YTD | +37.5% | -5.1% | +42.7% | +38.1% |
| 1Y | +53.2% | -9.6% | +62.8% | +55.3% |
| 3Y | +68.2% | -47.2% | +115.5% | +91.0% |
| 5Y | +65.2% | -33.6% | +98.8% | +77.0% |
| 10Y | +504.1% | -9.8% | +513.9% | +491.7% |
| All | +6,042.8% | +9,621.1% | -3,578.3% | +3,037.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling