+725.3%
CAT vs ZTS
+72.0%
+653.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +1.9% |
| 7D | -10.3% | -0.4% | -9.9% | -10.4% |
| 30D | -31.2% | +11.7% | -42.9% | -34.0% |
| 3M | -34.7% | +3.5% | -38.1% | -36.0% |
| 6M | -39.5% | -27.6% | -11.9% | -33.8% |
| YTD | -1.7% | -35.5% | +33.8% | +12.1% |
| 1Y | -1.1% | -32.1% | +31.0% | +10.3% |
| 3Y | +143.9% | -49.1% | +192.9% | +195.5% |
| 5Y | +194.8% | -61.0% | +255.8% | +291.8% |
| All | +725.3% | +72.0% | +653.3% | +451.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling