+482.4%
CSX vs ZBRA
+411.1%
+71.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | 0.0% |
| 7D | +0.6% | +2.6% | -2.0% | -0.1% |
| 30D | -2.3% | -6.4% | +4.1% | -0.5% |
| 3M | +4.3% | +51.3% | -47.0% | -9.0% |
| 6M | +23.4% | +60.5% | -37.1% | +4.9% |
| YTD | +36.4% | +45.2% | -8.8% | +18.7% |
| 1Y | +53.0% | +12.3% | +40.7% | +43.2% |
| 3Y | +70.6% | +37.5% | +33.1% | +43.5% |
| 5Y | +65.5% | -39.2% | +104.7% | +76.4% |
| 10Y | +482.4% | +417.0% | +65.4% | +228.6% |
| All | +482.4% | +411.1% | +71.3% | +228.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 10y: compounded portfolio wealth divided by compounded ZBRA 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…
10y analysis · Full analysis span regression · 6 months rolling