-48.0%
ZTS vs CASY
+161.8%
-209.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +1.0% |
| 7D | +5.6% | +3.6% | +2.0% | +5.2% |
| 30D | +12.1% | +9.1% | +3.0% | +11.1% |
| 3M | +11.3% | -16.5% | +27.8% | +13.1% |
| 6M | +14.3% | -19.7% | +34.0% | +16.8% |
| YTD | -31.9% | +29.3% | -61.1% | -34.9% |
| 1Y | -29.3% | +33.1% | -62.4% | -32.7% |
| 3Y | -48.0% | +158.5% | -206.6% | -55.2% |
| All | -48.0% | +161.8% | -209.8% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling