+74.5%
CSX vs ZTS
-49.6%
+124.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.7% | -0.9% | +2.0% |
| 7D | -2.2% | -1.0% | -1.2% | -2.0% |
| 30D | +6.8% | +10.8% | -4.0% | +4.5% |
| 3M | +0.7% | +14.1% | -13.4% | -2.3% |
| 6M | +13.3% | +0.8% | +12.5% | +12.5% |
| YTD | +40.5% | -33.1% | +73.6% | +52.9% |
| 1Y | +44.7% | -30.0% | +74.7% | +55.5% |
| 3Y | +74.5% | -49.5% | +124.0% | +95.6% |
| All | +74.5% | -49.6% | +124.1% | +95.6% |
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