+19.4%
CDNS vs ZTS
-59.1%
+78.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.0% | 0.0% | -2.4% |
| 7D | -9.2% | -4.8% | -4.5% | -8.5% |
| 30D | -16.3% | +1.2% | -17.5% | -16.5% |
| 3M | -27.9% | -6.0% | -21.9% | -27.3% |
| 6M | -4.3% | -38.7% | +34.4% | +5.2% |
| YTD | -9.1% | -40.6% | +31.5% | +0.8% |
| 1Y | -21.2% | -50.6% | +29.4% | -8.8% |
| 3Y | +19.4% | -58.7% | +78.1% | +49.3% |
| All | +19.4% | -59.1% | +78.4% | +49.3% |
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 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 · 6 months rolling