+87.8%
ZTS vs CG
+278.5%
-190.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.7% |
| 7D | +5.6% | +0.2% | +5.4% | +5.4% |
| 30D | +12.1% | +11.2% | +0.9% | +8.8% |
| 3M | +11.3% | -22.1% | +33.4% | +19.6% |
| 6M | +14.3% | -17.9% | +32.2% | +20.5% |
| YTD | -31.9% | -31.3% | -0.6% | -24.7% |
| 1Y | -29.3% | -24.0% | -5.3% | -24.2% |
| 3Y | -48.0% | +45.0% | -93.0% | -57.3% |
| 5Y | -58.9% | -22.6% | -36.2% | -60.1% |
| All | +87.8% | +278.5% | -190.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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