+7,003.3%
CSX vs ZBRA
+9,227.6%
-2,224.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.2% |
| 6M | +16.2% | +56.7% | -40.6% | +4.4% |
| YTD | +37.5% | +49.4% | -11.8% | +24.2% |
| 1Y | +53.2% | +16.5% | +36.7% | +45.1% |
| 3Y | +68.2% | +31.5% | +36.8% | +51.8% |
| 5Y | +65.2% | -38.6% | +103.8% | +69.6% |
| 10Y | +504.1% | +421.0% | +83.2% | +302.7% |
| All | +7,003.3% | +9,227.6% | -2,224.3% | +2,952.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling