+189.6%
ZTS vs CB
+450.3%
-260.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.8% | -1.5% | -2.6% |
| 7D | -0.4% | +0.2% | -0.6% | -0.4% |
| 30D | +11.7% | +9.1% | +2.7% | +8.0% |
| 3M | +3.5% | +3.4% | 0.0% | +2.1% |
| 6M | -27.6% | +14.1% | -41.7% | -31.4% |
| YTD | -35.5% | +18.0% | -53.5% | -39.8% |
| 1Y | -32.1% | +30.1% | -62.2% | -39.2% |
| 3Y | -49.1% | +71.8% | -120.9% | -59.9% |
| 5Y | -61.0% | +101.8% | -162.9% | -71.8% |
| 10Y | +74.4% | +252.1% | -177.8% | -8.9% |
| All | +189.6% | +450.3% | -260.7% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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