+201.3%
CSX vs ZS
+608.8%
-407.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.4% |
| 7D | +0.7% | -13.4% | +14.1% | +2.0% |
| 30D | +8.1% | -16.6% | +24.7% | +9.7% |
| 3M | +2.2% | +10.3% | -8.1% | +0.8% |
| 6M | +14.6% | +28.1% | -13.5% | +10.2% |
| YTD | +42.2% | -13.3% | +55.5% | +41.4% |
| 1Y | +47.3% | -40.7% | +88.0% | +52.3% |
| 3Y | +73.5% | +11.4% | +62.2% | +64.9% |
| 5Y | +54.1% | -42.2% | +96.3% | +49.5% |
| All | +201.3% | +608.8% | -407.5% | +109.5% |
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