+382.1%
COF vs ZTS
+162.3%
+219.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.0% | +0.4% | -1.3% |
| 7D | +1.2% | -4.8% | +6.0% | +3.4% |
| 30D | -1.4% | +1.2% | -2.6% | -2.2% |
| 3M | +19.0% | -6.0% | +25.1% | +21.6% |
| 6M | +14.9% | -38.7% | +53.6% | +39.7% |
| YTD | -10.7% | -40.6% | +29.9% | +10.2% |
| 1Y | -1.3% | -50.6% | +49.3% | +31.6% |
| 3Y | +124.3% | -58.7% | +183.1% | +216.9% |
| 5Y | +51.1% | -62.8% | +114.0% | +119.0% |
| 10Y | +252.4% | +56.2% | +196.2% | +185.1% |
| All | +382.1% | +162.3% | +219.8% | +238.2% |
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