-51.5%
ZTS vs CAI
-8.1%
-43.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.9% |
| 7D | -4.8% | +0.2% | -4.9% | -4.8% |
| 30D | +1.2% | +9.1% | -7.9% | +0.4% |
| 3M | -6.0% | +53.8% | -59.8% | -9.9% |
| 6M | -38.7% | +33.5% | -72.2% | -40.9% |
| YTD | -40.6% | -8.0% | -32.6% | -42.3% |
| 1Y | -50.6% | -28.7% | -21.9% | -51.5% |
| All | -51.5% | -8.1% | -43.4% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling