+55.7%
ZTS vs CAH
+294.8%
-239.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -3.7% | -5.1% | +1.4% | -2.5% |
| 30D | -0.8% | +0.2% | -1.0% | -0.9% |
| 3M | -9.7% | +6.3% | -16.0% | -11.2% |
| 6M | -38.4% | +9.4% | -47.8% | -39.8% |
| YTD | -41.1% | +15.0% | -56.1% | -43.3% |
| 1Y | -50.6% | +55.4% | -106.1% | -56.1% |
| 3Y | -59.1% | +173.8% | -233.0% | -68.9% |
| 5Y | -62.7% | +395.2% | -457.9% | -76.0% |
| All | +55.7% | +294.8% | -239.1% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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