+67.8%
CSX vs Z
-64.8%
+132.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -3.4% | -3.0% | -0.4% | -3.1% |
| 30D | -3.1% | -4.2% | +1.1% | -2.7% |
| 3M | +7.2% | -3.7% | +10.9% | +7.3% |
| 6M | +16.2% | -24.5% | +40.7% | +19.4% |
| YTD | +37.5% | -49.3% | +86.8% | +48.0% |
| 1Y | +53.2% | -58.7% | +111.9% | +68.8% |
| 3Y | +68.2% | -34.1% | +102.4% | +70.6% |
| All | +67.8% | -64.8% | +132.6% | +63.5% |
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 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