-59.0%
ZTS vs CBOE
+96.4%
-155.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -3.8% | -0.8% | -3.0% | -3.7% |
| 30D | -2.0% | +2.7% | -4.7% | -2.3% |
| 3M | -10.2% | +0.7% | -10.9% | -10.3% |
| 6M | -39.4% | -2.0% | -37.4% | -39.4% |
| YTD | -40.8% | +17.1% | -58.0% | -41.3% |
| 1Y | -50.1% | +26.5% | -76.6% | -50.8% |
| All | -59.0% | +96.4% | -155.4% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 3y: compounded portfolio wealth divided by compounded CBOE 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…
3y analysis · Full analysis span regression · 6 months rolling