+427.3%
CSX vs ZTS
+72.0%
+355.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -2.0% |
| 7D | -5.5% | -0.4% | -5.1% | -5.6% |
| 30D | +4.9% | +11.7% | -6.8% | 0.0% |
| 3M | -2.9% | +3.5% | -6.3% | -4.9% |
| 6M | +8.3% | -27.6% | +36.0% | +21.0% |
| YTD | +36.7% | -35.5% | +72.2% | +60.2% |
| 1Y | +41.5% | -32.1% | +73.6% | +61.7% |
| 3Y | +68.6% | -49.1% | +117.7% | +111.8% |
| 5Y | +48.4% | -61.0% | +109.5% | +109.5% |
| All | +427.3% | +72.0% | +355.3% | +260.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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