+67.8%
CSX vs ZS
-42.1%
+109.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.2% |
| 7D | -3.4% | -7.8% | +4.4% | -2.8% |
| 30D | -3.1% | +5.0% | -8.1% | -3.6% |
| 3M | +7.2% | +25.5% | -18.4% | +4.9% |
| 6M | +16.2% | +8.7% | +7.5% | +13.6% |
| YTD | +37.5% | -24.5% | +62.1% | +39.5% |
| 1Y | +53.2% | -36.7% | +89.9% | +58.0% |
| 3Y | +68.2% | +7.2% | +61.0% | +60.2% |
| All | +67.8% | -42.1% | +109.9% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling