+72.2%
CSX vs Z
-33.7%
+106.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.0% |
| 7D | -3.4% | -3.0% | -0.4% | -3.2% |
| 30D | -3.1% | -4.2% | +1.1% | -2.8% |
| 3M | +7.2% | -3.7% | +10.9% | +7.4% |
| 6M | +16.2% | -24.5% | +40.7% | +18.8% |
| YTD | +37.5% | -49.3% | +86.8% | +45.9% |
| 1Y | +53.2% | -58.7% | +111.9% | +65.9% |
| All | +72.2% | -33.7% | +106.0% | +75.5% |
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