-36.9%
CBRS vs ZTS
-0.8%
-36.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.4% | -2.2% |
| 7D | +6.3% | -3.8% | +10.1% | +1.2% |
| 30D | -14.7% | -2.0% | -12.7% | -15.1% |
| 3M | -13.5% | -10.2% | -3.3% | -13.8% |
| All | -36.9% | -0.8% | -36.1% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · Available span rolling