+53.6%
CSX vs Z
-54.8%
+108.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.6% | +8.3% | -1.0% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | +7.0% | +9.4% | -2.3% | +5.7% |
| 3M | -0.3% | -16.1% | +15.8% | +1.4% |
| 6M | +13.5% | -30.4% | +44.0% | +18.0% |
| YTD | +41.5% | -55.6% | +97.1% | +55.2% |
| 1Y | +45.8% | -58.5% | +104.3% | +61.3% |
| 3Y | +74.4% | -19.6% | +94.0% | +69.7% |
| 5Y | +53.6% | -54.1% | +107.8% | +51.0% |
| All | +53.6% | -54.8% | +108.4% | +51.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling