+416.4%
CSX vs Z
-14.8%
+431.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.4% |
| 7D | -0.3% | -13.1% | +12.8% | +1.7% |
| 30D | +8.7% | +5.9% | +2.8% | +7.5% |
| 3M | +4.2% | -13.7% | +17.9% | +5.8% |
| 6M | +16.7% | -27.1% | +43.8% | +21.0% |
| YTD | +44.5% | -56.8% | +101.3% | +60.9% |
| 1Y | +50.3% | -60.2% | +110.5% | +69.3% |
| 3Y | +76.3% | -19.7% | +96.0% | +71.9% |
| 5Y | +58.1% | -53.7% | +111.8% | +61.4% |
| 10Y | +416.4% | -16.9% | +433.3% | +322.7% |
| All | +416.4% | -14.8% | +431.2% | +322.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling