+712.5%
CAT vs ZTS
+74.0%
+638.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.7% | +3.5% | +6.1% |
| 7D | -2.4% | -1.0% | -1.4% | -2.3% |
| 30D | -25.0% | +10.8% | -35.8% | -27.8% |
| 3M | -28.7% | +14.1% | -42.8% | -32.3% |
| 6M | -33.0% | +0.8% | -33.7% | -34.2% |
| YTD | +5.4% | -33.1% | +38.5% | +18.8% |
| 1Y | +7.3% | -30.0% | +37.3% | +18.6% |
| 3Y | +166.0% | -49.5% | +215.6% | +225.0% |
| 5Y | +210.1% | -60.2% | +270.3% | +310.7% |
| 10Y | +712.5% | +77.0% | +635.5% | +461.9% |
| All | +712.5% | +74.0% | +638.5% | +461.9% |
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 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