+191.4%
CSX vs ZS
+517.5%
-326.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.5% | +5.4% | +1.3% |
| 7D | -3.4% | -7.8% | +4.4% | -2.7% |
| 30D | -3.1% | +5.0% | -8.1% | -3.6% |
| 3M | +7.2% | +25.5% | -18.4% | +4.7% |
| 6M | +16.2% | +8.7% | +7.5% | +13.4% |
| YTD | +37.5% | -24.5% | +62.1% | +39.0% |
| 1Y | +53.2% | -36.7% | +89.9% | +57.3% |
| 3Y | +68.2% | +7.2% | +61.0% | +60.6% |
| 5Y | +65.2% | -40.9% | +106.1% | +60.2% |
| All | +191.4% | +517.5% | -326.0% | +106.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling