-65.0%
CBRS vs ZTS
+14.1%
-79.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +1.0% | +10.2% | +12.1% |
| 7D | +21.2% | +5.6% | +15.7% | +26.6% |
| 30D | -23.2% | +12.1% | -35.2% | -10.5% |
| 3M | -52.9% | +11.3% | -64.2% | -45.7% |
| All | -65.0% | +14.1% | -79.2% | -58.3% |
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