+310.1%
COP vs ZTS
+75.1%
+235.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -6.1% | -0.6% | -5.5% | -6.3% |
| 30D | +1.1% | +11.0% | -9.9% | -2.7% |
| 3M | +10.9% | +10.9% | 0.0% | +6.4% |
| 6M | +20.8% | +0.9% | +19.8% | +18.6% |
| YTD | +48.0% | -33.0% | +81.0% | +64.9% |
| 1Y | +58.5% | -29.6% | +88.1% | +72.9% |
| 3Y | +28.1% | -49.0% | +77.2% | +52.8% |
| 5Y | +120.5% | -59.5% | +180.0% | +185.4% |
| 10Y | +310.1% | +77.0% | +233.1% | +192.6% |
| All | +310.1% | +75.1% | +235.0% | +192.6% |
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