+464.7%
CSX vs Z
+25.1%
+439.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.2% |
| 7D | -3.4% | -3.0% | -0.4% | -3.0% |
| 30D | -3.1% | -4.2% | +1.1% | -2.7% |
| 3M | +7.2% | -3.7% | +10.9% | +7.2% |
| 6M | +16.2% | -24.5% | +40.7% | +20.1% |
| YTD | +37.5% | -49.3% | +86.8% | +50.4% |
| 1Y | +53.2% | -58.7% | +111.9% | +72.4% |
| 3Y | +68.2% | -34.1% | +102.4% | +70.4% |
| 5Y | +65.2% | -64.5% | +129.8% | +75.7% |
| 10Y | +504.1% | -0.5% | +504.6% | +370.5% |
| All | +464.7% | +25.1% | +439.6% | +322.0% |
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 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