+481.0%
CSX vs Z
+9.5%
+471.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -10.6% | +8.3% | -0.8% |
| 7D | -2.7% | -2.3% | -0.4% | -2.5% |
| 30D | +7.0% | +9.4% | -2.3% | +5.3% |
| 3M | -0.3% | -16.1% | +15.8% | +1.7% |
| 6M | +13.5% | -30.4% | +44.0% | +18.6% |
| YTD | +41.5% | -55.6% | +97.1% | +57.1% |
| 1Y | +45.8% | -58.5% | +104.3% | +63.3% |
| 3Y | +74.4% | -19.6% | +94.0% | +70.1% |
| 5Y | +53.6% | -54.1% | +107.8% | +57.2% |
| 10Y | +465.6% | -12.1% | +477.7% | +347.3% |
| All | +481.0% | +9.5% | +471.4% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling