+409.0%
CSX vs ZTS
+75.1%
+333.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | +8.1% | +11.0% | -2.9% | +3.3% |
| 3M | +2.2% | +10.9% | -8.7% | -2.6% |
| 6M | +14.6% | +0.9% | +13.7% | +12.7% |
| YTD | +42.2% | -33.0% | +75.2% | +64.0% |
| 1Y | +47.3% | -29.6% | +76.9% | +65.9% |
| 3Y | +73.5% | -49.0% | +122.6% | +118.8% |
| 5Y | +54.1% | -59.5% | +113.6% | +114.0% |
| 10Y | +409.0% | +77.0% | +331.9% | +252.1% |
| All | +409.0% | +75.1% | +333.9% | +252.1% |
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