+67.8%
CSX vs ZBRA
-38.9%
+106.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 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% | -3.0% |
| 6M | +16.2% | +56.7% | -40.6% | +3.2% |
| YTD | +37.5% | +49.4% | -11.8% | +22.9% |
| 1Y | +53.2% | +16.5% | +36.7% | +44.8% |
| 3Y | +68.2% | +31.5% | +36.8% | +49.5% |
| All | +67.8% | -38.9% | +106.7% | +77.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling