+87.8%
ZTS vs CAH
+418.0%
-330.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.8% |
| 7D | +5.6% | +3.5% | +2.1% | +4.7% |
| 30D | +12.1% | +13.5% | -1.4% | +8.6% |
| 3M | +11.3% | +21.8% | -10.6% | +5.8% |
| 6M | +14.3% | +51.5% | -37.2% | +2.9% |
| YTD | -31.9% | +38.1% | -70.0% | -37.4% |
| 1Y | -29.3% | +37.7% | -67.0% | -35.0% |
| 3Y | -48.0% | +179.6% | -227.7% | -60.6% |
| 5Y | -58.9% | +504.9% | -563.8% | -74.9% |
| All | +87.8% | +418.0% | -330.2% | +9.8% |
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