+2,226.9%
CDNS vs ZTS
+196.5%
+2,030.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -0.1% | -7.4% | +7.4% | +3.3% |
| 30D | -5.5% | +9.9% | -15.4% | -9.9% |
| 3M | +0.5% | +10.3% | -9.8% | -4.8% |
| 6M | -9.6% | +9.2% | -18.8% | -14.8% |
| YTD | +5.3% | -32.9% | +38.2% | +22.7% |
| 1Y | +3.4% | -29.7% | +33.1% | +17.2% |
| 3Y | +25.9% | -49.0% | +74.9% | +61.1% |
| 5Y | +85.8% | -59.3% | +145.1% | +165.9% |
| 10Y | +1,199.9% | +78.9% | +1,120.9% | +987.7% |
| All | +2,226.9% | +196.5% | +2,030.5% | +1,654.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling