+3,159.9%
CVNA vs ZTS
+62.2%
+3,097.7%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.0% | +1.1% | +1.1% |
| 7D | -1.6% | +5.6% | -7.2% | -6.9% |
| 30D | +24.9% | +12.1% | +12.8% | +10.8% |
| 3M | -1.8% | +11.3% | -13.1% | -13.4% |
| 6M | +3.5% | +14.3% | -10.8% | -12.9% |
| YTD | -14.3% | -31.9% | +17.6% | +18.0% |
| 1Y | +13.6% | -29.3% | +42.9% | +48.2% |
| 3Y | +1,163.4% | -48.0% | +1,211.5% | +2,075.3% |
| 5Y | +22.9% | -58.9% | +81.8% | +205.2% |
| All | +3,159.9% | +62.2% | +3,097.7% | +1,536.1% |
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