+55.5%
ZTS vs CAG
-35.7%
+91.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.1% | 0.0% |
| 7D | -4.5% | -5.9% | +1.4% | -3.2% |
| 30D | -3.3% | -1.5% | -1.8% | -3.0% |
| 3M | -9.7% | +11.5% | -21.2% | -12.1% |
| 6M | -38.8% | -15.7% | -23.2% | -36.8% |
| YTD | -41.2% | -10.2% | -31.0% | -40.2% |
| 1Y | -50.3% | -18.1% | -32.2% | -48.4% |
| 3Y | -59.1% | -39.4% | -19.7% | -55.0% |
| 5Y | -62.8% | -42.6% | -20.2% | -58.9% |
| All | +55.5% | -35.7% | +91.2% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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