+205.7%
ZTS vs CAH
+804.3%
-598.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | 0.0% | +0.7% |
| 7D | +5.6% | +3.5% | +2.1% | +4.6% |
| 30D | +12.1% | +13.5% | -1.4% | +8.2% |
| 3M | +11.3% | +21.8% | -10.6% | +5.2% |
| 6M | +14.3% | +51.5% | -37.2% | +1.7% |
| YTD | -31.9% | +38.1% | -70.0% | -38.0% |
| 1Y | -29.3% | +37.7% | -67.0% | -35.6% |
| 3Y | -48.0% | +179.6% | -227.7% | -61.9% |
| 5Y | -58.9% | +504.9% | -563.8% | -76.3% |
| 10Y | +81.7% | +418.6% | -336.9% | +1.1% |
| All | +205.7% | +804.3% | -598.6% | +54.9% |
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