+65.8%
CSX vs ZYBT
-60.2%
+126.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | +7.8% | -2.0% | +9.8% | +7.8% |
| 3M | +4.1% | -2.0% | +6.1% | +4.1% |
| 6M | +17.9% | +56.4% | -38.5% | +19.4% |
| YTD | +44.9% | +30.4% | +14.5% | +46.5% |
| 1Y | +51.1% | -30.2% | +81.4% | +53.6% |
| All | +65.8% | -60.2% | +126.0% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling