+70.8%
CDNS vs ZTS
-62.7%
+133.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.4% |
| 7D | -6.5% | -4.5% | -2.0% | -4.9% |
| 30D | -13.0% | -3.3% | -9.7% | -12.1% |
| 3M | -26.0% | -9.7% | -16.3% | -23.5% |
| 6M | -2.8% | -38.8% | +36.0% | +16.3% |
| YTD | -8.8% | -41.2% | +32.3% | +11.2% |
| 1Y | -15.8% | -50.3% | +34.5% | +10.6% |
| 3Y | +19.7% | -59.1% | +78.9% | +68.4% |
| 5Y | +70.8% | -62.8% | +133.5% | +167.6% |
| All | +70.8% | -62.7% | +133.5% | +167.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling