+120.5%
COP vs ZTS
-60.0%
+180.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.7% | +0.8% |
| 7D | -6.1% | -0.6% | -5.5% | -6.2% |
| 30D | +1.1% | +11.0% | -9.9% | -0.5% |
| 3M | +10.9% | +10.9% | 0.0% | +9.1% |
| 6M | +20.8% | +0.9% | +19.8% | +20.0% |
| YTD | +48.0% | -33.0% | +81.0% | +56.0% |
| 1Y | +58.5% | -29.6% | +88.1% | +65.4% |
| 3Y | +28.1% | -49.0% | +77.2% | +39.3% |
| 5Y | +120.5% | -59.5% | +180.0% | +124.6% |
| All | +120.5% | -60.0% | +180.5% | +124.6% |
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 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