+464.8%
CRM vs ZTS
+159.8%
+305.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.2% |
| 7D | -8.1% | -4.5% | -3.6% | -6.1% |
| 30D | +23.1% | -3.3% | +26.4% | +24.7% |
| 3M | +42.5% | -9.7% | +52.3% | +48.7% |
| 6M | +25.3% | -38.8% | +64.2% | +53.9% |
| YTD | -7.8% | -41.2% | +33.4% | +15.3% |
| 1Y | +1.0% | -50.3% | +51.3% | +36.8% |
| 3Y | +10.0% | -59.1% | +69.1% | +59.8% |
| 5Y | -3.9% | -62.8% | +58.9% | +45.4% |
| 10Y | +233.2% | +57.8% | +175.3% | +152.0% |
| All | +464.8% | +159.8% | +305.0% | +235.9% |
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