+78.3%
CSX vs ZTS
-48.0%
+126.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +6.0% | +5.6% | +0.4% | +4.7% |
| 30D | +7.8% | +12.1% | -4.3% | +5.2% |
| 3M | +4.1% | +11.3% | -7.2% | +1.6% |
| 6M | +17.9% | +14.3% | +3.6% | +14.0% |
| YTD | +44.9% | -31.9% | +76.8% | +57.0% |
| 1Y | +51.1% | -29.3% | +80.4% | +62.1% |
| 3Y | +78.3% | -48.0% | +126.3% | +97.6% |
| All | +78.3% | -48.0% | +126.3% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling