-44.3%
ZTS vs CAI
-14.7%
-29.7%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.9% | +1.4% |
| 7D | +5.6% | -8.7% | +14.2% | +6.5% |
| 30D | +12.1% | -23.8% | +35.9% | +14.9% |
| 3M | +11.3% | +3.9% | +7.4% | +10.9% |
| 6M | +14.3% | +56.8% | -42.5% | +9.3% |
| YTD | -31.9% | -14.6% | -17.3% | -33.4% |
| 1Y | -29.3% | -5.2% | -24.1% | -31.1% |
| All | -44.3% | -14.7% | -29.7% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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