+202.6%
ZTS vs CB
+460.4%
-257.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +12.4% | +7.4% | +5.0% | +9.3% |
| 3M | +13.6% | +8.6% | +5.0% | +9.9% |
| 6M | +9.3% | +16.1% | -6.8% | +2.7% |
| YTD | -32.6% | +20.2% | -52.8% | -37.6% |
| 1Y | -30.0% | +27.2% | -57.2% | -36.7% |
| 3Y | -48.7% | +72.7% | -121.4% | -59.7% |
| 5Y | -59.3% | +105.9% | -165.2% | -70.8% |
| 10Y | +79.8% | +248.1% | -168.3% | -5.4% |
| All | +202.6% | +460.4% | -257.9% | +25.3% |
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