+242.0%
COF vs ZTS
+58.7%
+183.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -5.1% | -3.7% | -1.4% | -3.4% |
| 30D | -6.0% | -0.8% | -5.3% | -5.9% |
| 3M | +14.8% | -9.7% | +24.6% | +19.8% |
| 6M | +15.3% | -38.4% | +53.7% | +42.6% |
| YTD | -13.0% | -41.1% | +28.0% | +10.0% |
| 1Y | -5.7% | -50.6% | +44.9% | +29.5% |
| 3Y | +118.1% | -59.1% | +177.3% | +221.0% |
| 5Y | +46.2% | -62.7% | +108.9% | +119.8% |
| All | +242.0% | +58.7% | +183.3% | +166.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling