-39.5%
CAT vs ZTS
-29.2%
-10.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.3% | +4.2% | +0.5% |
| 7D | -10.3% | -0.4% | -9.9% | -9.8% |
| 30D | -31.2% | +11.7% | -42.9% | -30.1% |
| 3M | -34.7% | +3.5% | -38.1% | -33.9% |
| 6M | -39.5% | -27.6% | -11.9% | -36.5% |
| All | -39.5% | -29.2% | -10.3% | -36.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling