+45.4%
COF vs ZTS
-62.7%
+108.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.6% |
| 7D | -6.1% | -4.5% | -1.6% | -4.5% |
| 30D | -5.2% | -3.3% | -1.9% | -4.2% |
| 3M | +17.0% | -9.7% | +26.8% | +20.8% |
| 6M | +12.9% | -38.8% | +51.8% | +33.0% |
| YTD | -13.5% | -41.2% | +27.6% | +3.5% |
| 1Y | -5.9% | -50.3% | +44.4% | +19.6% |
| 3Y | +117.1% | -59.1% | +176.3% | +192.4% |
| 5Y | +45.4% | -62.8% | +108.2% | +82.0% |
| All | +45.4% | -62.7% | +108.1% | +82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling