+55.5%
ZTS vs CG
+321.9%
-266.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | +0.1% |
| 7D | -4.5% | -9.8% | +5.3% | -1.6% |
| 30D | -3.3% | -10.3% | +7.0% | -0.2% |
| 3M | -9.7% | -1.7% | -8.1% | -9.7% |
| 6M | -38.8% | -9.8% | -29.0% | -37.2% |
| YTD | -41.2% | -25.6% | -15.6% | -36.5% |
| 1Y | -50.3% | -32.5% | -17.8% | -45.1% |
| 3Y | -59.1% | +45.6% | -104.8% | -66.3% |
| 5Y | -62.8% | +3.7% | -66.4% | -67.1% |
| All | +55.5% | +321.9% | -266.4% | -7.1% |
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