+77.0%
ZTS vs CDW
+325.6%
-248.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.8% | -1.2% | +2.0% |
| 7D | -1.0% | +9.3% | -10.3% | -4.0% |
| 30D | +10.8% | +15.8% | -5.0% | +5.0% |
| 3M | +14.1% | +21.8% | -7.7% | +5.5% |
| 6M | +0.8% | +58.8% | -58.0% | -16.8% |
| YTD | -33.1% | +22.8% | -55.9% | -40.3% |
| 1Y | -30.0% | +17.9% | -47.9% | -36.5% |
| 3Y | -49.5% | -17.4% | -32.1% | -48.8% |
| 5Y | -60.2% | -5.7% | -54.5% | -62.5% |
| 10Y | +77.0% | +319.5% | -242.5% | +25.4% |
| All | +77.0% | +325.6% | -248.6% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 10y: compounded portfolio wealth divided by compounded CDW 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…
10y analysis · Full analysis span regression · 6 months rolling