+50.3%
CSX vs Z
-59.6%
+109.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.5% |
| 7D | -0.3% | -13.1% | +12.8% | +0.4% |
| 30D | +8.7% | +5.9% | +2.8% | +8.9% |
| 3M | +4.2% | -13.7% | +17.9% | +4.6% |
| 6M | +16.7% | -27.1% | +43.8% | +18.1% |
| YTD | +44.5% | -56.8% | +101.3% | +49.3% |
| 1Y | +50.3% | -60.2% | +110.5% | +57.6% |
| All | +50.3% | -59.6% | +109.9% | +57.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling