+504.6%
CSX vs ZTS
+61.0%
+443.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | -3.4% | -2.0% | -1.4% | -2.6% |
| 30D | -3.1% | +1.9% | -5.0% | -4.2% |
| 3M | +7.2% | -4.0% | +11.2% | +8.2% |
| 6M | +16.2% | -39.1% | +55.3% | +40.0% |
| YTD | +37.5% | -38.8% | +76.4% | +65.1% |
| 1Y | +53.2% | -49.6% | +102.8% | +98.9% |
| 3Y | +68.2% | -59.0% | +127.2% | +134.7% |
| 5Y | +65.2% | -61.8% | +127.0% | +133.1% |
| All | +504.6% | +61.0% | +443.6% | +339.6% |
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