-62.3%
ZTS vs CBOE
+136.7%
-199.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.6% |
| 7D | -3.7% | -5.8% | +2.1% | -2.6% |
| 30D | -0.8% | -3.1% | +2.4% | -0.3% |
| 3M | -9.7% | -4.8% | -5.0% | -9.1% |
| 6M | -38.4% | -0.6% | -37.8% | -39.0% |
| YTD | -41.1% | +12.8% | -53.9% | -43.6% |
| 1Y | -50.6% | +19.8% | -70.4% | -53.6% |
| 3Y | -59.1% | +86.9% | -146.1% | -67.9% |
| All | -62.3% | +136.7% | -199.0% | -74.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling