+68.6%
CSX vs Z
-21.1%
+89.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -0.9% | -3.1% |
| 7D | -5.5% | -4.6% | -1.0% | -5.2% |
| 30D | +4.9% | +8.3% | -3.4% | +4.2% |
| 3M | -2.9% | -11.6% | +8.8% | -2.1% |
| 6M | +8.3% | -33.6% | +42.0% | +12.1% |
| YTD | +36.7% | -56.7% | +93.4% | +47.3% |
| 1Y | +41.5% | -59.1% | +100.6% | +53.3% |
| 3Y | +68.6% | -20.4% | +89.0% | +68.2% |
| All | +68.6% | -21.1% | +89.7% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling