+55.9%
CSX vs ZYBT
-58.9%
+114.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -0.9% | -3.7% | +2.8% | -0.9% |
| 30D | -2.0% | 0.0% | -2.0% | -2.0% |
| 3M | +3.6% | +72.2% | -68.6% | +4.8% |
| 6M | +22.0% | +103.1% | -81.1% | +23.1% |
| YTD | +36.3% | +34.8% | +1.5% | +37.8% |
| 1Y | +50.9% | -83.2% | +134.1% | +54.2% |
| All | +55.9% | -58.9% | +114.8% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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