+326.0%
CAT vs ZTS
-61.7%
+387.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +1.9% |
| 7D | +1.7% | -2.0% | +3.7% | +2.1% |
| 30D | -6.6% | +1.9% | -8.5% | -7.1% |
| 3M | -13.3% | -4.0% | -9.3% | -12.9% |
| 6M | +11.6% | -39.1% | +50.7% | +24.6% |
| YTD | +42.9% | -38.8% | +81.8% | +59.3% |
| 1Y | +95.4% | -49.6% | +145.0% | +128.4% |
| 3Y | +196.6% | -59.0% | +255.6% | +260.2% |
| All | +326.0% | -61.7% | +387.7% | +371.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling