+202.6%
ZTS vs CAG
-6.6%
+209.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.9% |
| 7D | +1.0% | -6.2% | +7.2% | +2.6% |
| 30D | +12.4% | +7.4% | +5.0% | +10.5% |
| 3M | +13.6% | -1.6% | +15.2% | +13.8% |
| 6M | +9.3% | +6.3% | +3.0% | +7.2% |
| YTD | -32.6% | -10.1% | -22.5% | -31.5% |
| 1Y | -30.0% | -10.2% | -19.8% | -28.9% |
| 3Y | -48.7% | -37.3% | -11.4% | -43.8% |
| 5Y | -59.3% | -41.6% | -17.7% | -55.1% |
| 10Y | +79.8% | -38.1% | +117.9% | +90.1% |
| All | +202.6% | -6.6% | +209.1% | +188.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling