+3,015.3%
CVNA vs ZTS
+40.2%
+2,975.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.7% | -1.7% |
| 7D | -7.3% | -3.7% | -3.5% | -3.7% |
| 30D | -4.6% | -0.8% | -3.8% | -4.6% |
| 3M | +2.0% | -9.7% | +11.7% | +11.2% |
| 6M | +11.7% | -38.4% | +50.1% | +72.0% |
| YTD | -18.1% | -41.1% | +23.0% | +32.0% |
| 1Y | -2.4% | -50.6% | +48.2% | +88.2% |
| 3Y | +580.6% | -59.1% | +639.7% | +1,463.5% |
| 5Y | +4.9% | -62.7% | +67.6% | +188.6% |
| All | +3,015.3% | +40.2% | +2,975.1% | +1,730.1% |
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