+175.3%
ZTS vs CDW
+903.1%
-727.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.3% |
| 7D | -2.0% | +3.2% | -5.2% | -3.1% |
| 30D | +1.9% | +9.3% | -7.4% | -1.4% |
| 3M | -4.0% | +9.8% | -13.8% | -8.0% |
| 6M | -39.1% | +23.3% | -62.5% | -45.1% |
| YTD | -38.8% | +13.7% | -52.5% | -43.4% |
| 1Y | -49.6% | -6.5% | -43.1% | -49.9% |
| 3Y | -59.0% | -25.2% | -33.7% | -56.8% |
| 5Y | -61.8% | -19.5% | -42.3% | -61.5% |
| 10Y | +61.4% | +285.8% | -224.4% | -2.6% |
| All | +175.3% | +903.1% | -727.8% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling