+174.6%
ZTS vs CB
+413.4%
-238.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | +0.1% |
| 7D | -2.0% | +0.5% | -2.5% | -2.2% |
| 30D | +1.9% | -3.1% | +5.0% | +3.2% |
| 3M | -4.0% | +9.0% | -13.0% | -7.5% |
| 6M | -39.1% | +2.9% | -42.0% | -40.0% |
| YTD | -38.8% | +10.1% | -48.9% | -41.4% |
| 1Y | -49.6% | +22.8% | -72.4% | -53.9% |
| 3Y | -59.0% | +73.8% | -132.8% | -68.0% |
| 5Y | -61.8% | +99.2% | -160.9% | -72.3% |
| 10Y | +61.4% | +218.2% | -156.8% | -12.1% |
| All | +174.6% | +413.4% | -238.8% | +17.7% |
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