+1,110.7%
CAT vs ZTS
+60.9%
+1,049.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.9% |
| 7D | +1.7% | -2.0% | +3.7% | +2.4% |
| 30D | -6.6% | +1.9% | -8.5% | -7.5% |
| 3M | -13.3% | -4.0% | -9.3% | -12.9% |
| 6M | +11.6% | -39.1% | +50.7% | +30.6% |
| YTD | +42.9% | -38.8% | +81.8% | +66.7% |
| 1Y | +95.4% | -49.6% | +145.0% | +144.1% |
| 3Y | +196.6% | -59.0% | +255.6% | +293.4% |
| 5Y | +321.7% | -61.8% | +383.4% | +461.8% |
| All | +1,110.7% | +60.9% | +1,049.8% | +781.4% |
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