+1,044.2%
CDNS vs ZTS
+58.7%
+985.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.1% | -3.7% | +2.6% | +0.8% |
| 30D | -10.4% | -0.8% | -9.7% | -10.4% |
| 3M | -24.6% | -9.7% | -14.9% | -21.3% |
| 6M | -1.6% | -38.4% | +36.8% | +23.0% |
| YTD | -7.4% | -41.1% | +33.7% | +18.9% |
| 1Y | -18.4% | -50.6% | +32.2% | +14.9% |
| 3Y | +19.0% | -59.1% | +78.1% | +80.0% |
| 5Y | +73.4% | -62.7% | +136.1% | +177.0% |
| All | +1,044.2% | +58.7% | +985.5% | +858.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling