-62.3%
ZTS vs CAH
+393.5%
-455.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | -3.7% | -5.1% | +1.4% | -2.6% |
| 30D | -0.8% | +0.2% | -1.0% | -0.8% |
| 3M | -9.7% | +6.3% | -16.0% | -11.0% |
| 6M | -38.4% | +9.4% | -47.8% | -39.8% |
| YTD | -41.1% | +15.0% | -56.1% | -43.1% |
| 1Y | -50.6% | +55.4% | -106.1% | -55.4% |
| 3Y | -59.1% | +173.8% | -233.0% | -67.9% |
| All | -62.3% | +393.5% | -455.9% | -74.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling