+174.6%
ZTS vs CASY
+1,422.8%
-1,248.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +1.9% | -11.3% | +13.3% | +4.7% |
| 3M | -4.0% | -0.6% | -3.4% | -4.8% |
| 6M | -39.1% | +10.7% | -49.8% | -41.4% |
| YTD | -38.8% | +37.1% | -75.9% | -44.3% |
| 1Y | -49.6% | +52.3% | -101.9% | -55.5% |
| 3Y | -59.0% | +215.2% | -274.2% | -71.0% |
| 5Y | -61.8% | +276.5% | -338.2% | -74.6% |
| 10Y | +61.4% | +508.4% | -446.9% | -8.7% |
| All | +174.6% | +1,422.8% | -1,248.2% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling