+6.8%
CAT vs ZTS
-29.4%
+36.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -7.4% | +9.2% | +1.6% |
| 30D | -24.6% | +9.9% | -34.4% | -24.4% |
| 3M | -28.5% | +10.3% | -38.8% | -28.3% |
| 6M | -34.8% | +9.2% | -44.0% | -34.6% |
| YTD | +5.9% | -32.9% | +38.8% | +19.1% |
| 1Y | +6.8% | -29.7% | +36.5% | +20.0% |
| All | +6.8% | -29.4% | +36.3% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling