+111.2%
CEG vs ZTS
-51.4%
+162.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.3% | +7.6% | +4.5% |
| 7D | -4.7% | -0.4% | -4.3% | -4.8% |
| 30D | -16.6% | +11.7% | -28.3% | -17.7% |
| 3M | -4.1% | +3.5% | -7.6% | -4.7% |
| 6M | -22.3% | -27.6% | +5.3% | -19.6% |
| YTD | -28.9% | -35.5% | +6.5% | -25.5% |
| 1Y | -28.5% | -32.1% | +3.6% | -25.5% |
| All | +111.2% | -51.4% | +162.6% | +123.8% |
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