+174.6%
ZTS vs CAH
+693.4%
-518.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | -2.0% | +5.4% | -7.4% | -3.4% |
| 30D | +1.9% | +3.3% | -1.4% | +0.9% |
| 3M | -4.0% | +22.8% | -26.8% | -9.4% |
| 6M | -39.1% | +11.3% | -50.4% | -41.0% |
| YTD | -38.8% | +21.1% | -59.9% | -42.2% |
| 1Y | -49.6% | +67.2% | -116.8% | -56.7% |
| 3Y | -59.0% | +195.6% | -254.6% | -70.4% |
| 5Y | -61.8% | +413.8% | -475.6% | -76.9% |
| 10Y | +61.4% | +309.6% | -248.1% | -3.0% |
| All | +174.6% | +693.4% | -518.7% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling