+190.3%
ZTS vs CDW
+933.5%
-743.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -3.0% |
| 7D | -0.4% | +2.1% | -2.5% | -1.1% |
| 30D | +11.7% | +14.7% | -3.0% | +6.4% |
| 3M | +3.5% | +11.1% | -7.7% | -1.0% |
| 6M | -27.6% | +45.6% | -73.2% | -37.9% |
| YTD | -35.5% | +17.1% | -52.6% | -41.2% |
| 1Y | -32.1% | +13.2% | -45.3% | -37.4% |
| 3Y | -49.1% | -22.2% | -26.9% | -47.4% |
| 5Y | -61.0% | -10.1% | -50.9% | -62.5% |
| 10Y | +74.4% | +307.0% | -232.6% | +2.9% |
| All | +190.3% | +933.5% | -743.2% | +50.7% |
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