+1,348.4%
CRWD vs ZTS
-28.4%
+1,376.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.5% | -0.2% |
| 7D | -2.3% | -4.8% | +2.4% | -0.2% |
| 30D | -2.1% | +1.2% | -3.3% | -3.1% |
| 3M | +27.5% | -6.0% | +33.5% | +29.2% |
| 6M | +95.8% | -38.7% | +134.6% | +137.4% |
| YTD | +79.2% | -40.6% | +119.8% | +120.1% |
| 1Y | +96.3% | -50.6% | +146.8% | +166.0% |
| 3Y | +399.8% | -58.7% | +458.5% | +622.3% |
| 5Y | +216.7% | -62.8% | +279.6% | +388.4% |
| All | +1,348.4% | -28.4% | +1,376.8% | +1,567.0% |
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 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