+412.6%
CSX vs ZTS
+74.0%
+338.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +1.3% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | +6.8% | +10.8% | -4.0% | +2.2% |
| 3M | +0.7% | +14.1% | -13.4% | -5.2% |
| 6M | +13.3% | +0.8% | +12.5% | +11.5% |
| YTD | +40.5% | -33.1% | +73.6% | +62.2% |
| 1Y | +44.7% | -30.0% | +74.7% | +63.3% |
| 3Y | +74.5% | -49.5% | +124.0% | +121.0% |
| 5Y | +52.0% | -60.2% | +112.2% | +113.3% |
| 10Y | +412.6% | +77.0% | +335.6% | +254.9% |
| All | +412.6% | +74.0% | +338.6% | +254.9% |
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