+201.1%
ZTS vs CAG
-4.8%
+205.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.7% |
| 7D | -7.4% | -1.8% | -5.7% | -7.1% |
| 30D | +9.9% | +9.7% | +0.2% | +7.5% |
| 3M | +10.3% | +0.5% | +9.8% | +10.0% |
| 6M | +9.2% | +8.9% | +0.3% | +6.5% |
| YTD | -32.9% | -8.4% | -24.5% | -32.1% |
| 1Y | -29.7% | -8.3% | -21.4% | -28.9% |
| 3Y | -49.0% | -36.1% | -12.9% | -44.3% |
| 5Y | -59.3% | -40.1% | -19.1% | -55.3% |
| 10Y | +78.9% | -36.9% | +115.8% | +88.3% |
| All | +201.1% | -4.8% | +205.9% | +185.7% |
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