+189.7%
CSX vs ZS
+618.8%
-429.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -3.1% |
| 7D | -5.5% | -16.9% | +11.4% | -4.0% |
| 30D | +4.9% | -7.4% | +12.4% | +5.5% |
| 3M | -2.9% | +21.6% | -24.4% | -5.0% |
| 6M | +8.3% | +42.4% | -34.0% | +3.1% |
| YTD | +36.7% | -12.1% | +48.9% | +35.8% |
| 1Y | +41.5% | -37.8% | +79.3% | +45.6% |
| 3Y | +68.6% | +20.9% | +47.7% | +58.9% |
| 5Y | +48.4% | -41.6% | +90.0% | +43.9% |
| All | +189.7% | +618.8% | -429.0% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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