+77.0%
ZTS vs CASY
+551.3%
-474.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | -1.0% | +3.6% | -4.6% | -1.9% |
| 30D | +10.8% | +7.2% | +3.6% | +8.9% |
| 3M | +14.1% | -16.9% | +31.0% | +18.7% |
| 6M | +0.8% | -19.3% | +20.1% | +4.8% |
| YTD | -33.1% | +25.6% | -58.7% | -38.5% |
| 1Y | -30.0% | +30.2% | -60.1% | -36.4% |
| 3Y | -49.5% | +154.9% | -204.4% | -63.3% |
| 5Y | -60.2% | +252.1% | -312.4% | -74.4% |
| 10Y | +77.0% | +535.8% | -458.8% | -5.6% |
| All | +77.0% | +551.3% | -474.3% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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