+180.8%
CEG vs ZTS
-57.7%
+238.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +4.9% |
| 7D | +8.0% | -2.0% | +10.0% | +8.3% |
| 30D | +12.9% | +1.9% | +11.0% | +12.5% |
| 3M | +13.2% | -4.0% | +17.2% | +13.5% |
| 6M | -7.0% | -39.1% | +32.1% | -1.5% |
| YTD | -15.0% | -38.8% | +23.8% | -10.0% |
| 1Y | -2.7% | -49.6% | +46.8% | +5.5% |
| All | +180.8% | -57.7% | +238.5% | +215.8% |
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 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