+72.2%
CSX vs ZBRA
+31.6%
+40.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -3.4% | +1.8% | -5.1% | -3.7% |
| 30D | -3.1% | -1.7% | -1.4% | -2.8% |
| 3M | +7.2% | +47.8% | -40.6% | -1.5% |
| 6M | +16.2% | +56.7% | -40.6% | +4.9% |
| YTD | +37.5% | +49.4% | -11.8% | +24.8% |
| 1Y | +53.2% | +16.5% | +36.7% | +46.5% |
| All | +72.2% | +31.6% | +40.7% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling