+200.2%
ZTS vs CASY
+1,295.3%
-1,095.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.0% |
| 3M | +14.1% | -16.9% | +31.0% | +18.5% |
| 6M | +0.8% | -19.3% | +20.1% | +4.6% |
| YTD | -33.1% | +25.6% | -58.7% | -38.2% |
| 1Y | -30.0% | +30.2% | -60.1% | -36.0% |
| 3Y | -49.5% | +154.9% | -204.4% | -62.3% |
| 5Y | -60.2% | +252.1% | -312.4% | -73.3% |
| 10Y | +77.0% | +535.8% | -458.8% | -0.5% |
| All | +200.2% | +1,295.3% | -1,095.1% | +46.3% |
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