+56.2%
ZTS vs CDW
+263.0%
-206.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.2% | +2.2% | -1.1% |
| 7D | -4.8% | -3.9% | -0.9% | -3.5% |
| 30D | +1.2% | +6.9% | -5.7% | -1.4% |
| 3M | -6.0% | +7.7% | -13.7% | -9.4% |
| 6M | -38.7% | +18.3% | -57.1% | -44.2% |
| YTD | -40.6% | +7.8% | -48.4% | -44.2% |
| 1Y | -50.6% | -12.2% | -38.4% | -49.7% |
| 3Y | -58.7% | -28.9% | -29.8% | -55.7% |
| 5Y | -62.8% | -22.8% | -40.0% | -62.2% |
| 10Y | +56.2% | +266.1% | -209.9% | +10.6% |
| All | +56.2% | +263.0% | -206.8% | +10.6% |
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