+771.0%
CSX vs ZTS
+194.8%
+576.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -7.9% | +5.6% | +0.7% |
| 7D | -2.7% | +4.9% | -7.6% | -4.7% |
| 30D | +7.0% | +15.9% | -8.9% | +0.8% |
| 3M | -0.3% | +11.1% | -11.4% | -4.9% |
| 6M | +13.5% | -26.0% | +39.6% | +24.8% |
| YTD | +41.5% | -33.3% | +74.8% | +61.8% |
| 1Y | +45.8% | -30.3% | +76.1% | +63.4% |
| 3Y | +74.4% | -47.0% | +121.4% | +112.5% |
| 5Y | +53.6% | -59.7% | +113.3% | +106.8% |
| 10Y | +465.6% | +80.3% | +385.3% | +317.8% |
| All | +771.0% | +194.8% | +576.2% | +450.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling