-58.7%
ZTS vs CAG
-36.6%
-22.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.5% | -2.5% |
| 7D | -4.8% | -5.3% | +0.5% | -3.3% |
| 30D | +1.2% | +1.0% | +0.2% | +0.9% |
| 3M | -6.0% | +17.4% | -23.4% | -10.9% |
| 6M | -38.7% | -16.8% | -21.9% | -35.0% |
| YTD | -40.6% | -6.8% | -33.8% | -39.7% |
| 1Y | -50.6% | -15.4% | -35.2% | -48.1% |
| 3Y | -58.7% | -37.1% | -21.7% | -53.0% |
| All | -58.7% | -36.6% | -22.1% | -53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling