-61.4%
ZTS vs CDW
-19.1%
-42.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.0% | +3.2% | -5.2% | -3.0% |
| 30D | +1.9% | +9.3% | -7.4% | -1.2% |
| 3M | -4.0% | +9.8% | -13.8% | -7.7% |
| 6M | -39.1% | +23.3% | -62.5% | -45.1% |
| YTD | -38.8% | +13.7% | -52.5% | -43.2% |
| 1Y | -49.6% | -6.5% | -43.1% | -49.4% |
| 3Y | -59.0% | -25.2% | -33.7% | -56.7% |
| All | -61.4% | -19.1% | -42.3% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling