+1,968.6%
CDNS vs ZTS
+170.4%
+1,798.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.6% | -3.4% | -3.7% |
| 7D | -14.0% | -2.0% | -12.0% | -13.2% |
| 30D | -13.2% | +1.9% | -15.1% | -14.4% |
| 3M | -28.9% | -4.0% | -24.9% | -28.3% |
| 6M | -4.2% | -39.1% | +35.0% | +17.5% |
| YTD | -6.4% | -38.8% | +32.4% | +14.6% |
| 1Y | -16.2% | -49.6% | +33.4% | +11.9% |
| 3Y | +20.2% | -59.0% | +79.2% | +72.8% |
| 5Y | +76.6% | -61.8% | +138.4% | +161.6% |
| 10Y | +1,029.7% | +61.4% | +968.2% | +895.0% |
| All | +1,968.6% | +170.4% | +1,798.2% | +1,537.8% |
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