+3,259.9%
CVNA vs ZTS
+45.7%
+3,214.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.2% |
| 7D | +0.7% | -2.0% | +2.7% | +2.7% |
| 30D | +7.4% | +1.9% | +5.4% | +3.6% |
| 3M | +12.7% | -4.0% | +16.7% | +15.2% |
| 6M | +17.9% | -39.1% | +57.1% | +84.8% |
| YTD | -11.6% | -38.8% | +27.2% | +37.0% |
| 1Y | +0.8% | -49.6% | +50.3% | +90.7% |
| 3Y | +633.4% | -59.0% | +692.4% | +1,594.3% |
| 5Y | +13.5% | -61.8% | +75.2% | +204.6% |
| All | +3,259.9% | +45.7% | +3,214.2% | +1,799.7% |
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