-50.1%
ZTS vs CG
-29.3%
-20.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.7% | +0.7% |
| 7D | -3.8% | -6.4% | +2.7% | -2.1% |
| 30D | -2.0% | -7.1% | +5.0% | -0.1% |
| 3M | -10.2% | -1.6% | -8.6% | -9.9% |
| 6M | -39.4% | -8.3% | -31.1% | -37.9% |
| YTD | -40.8% | -23.8% | -17.0% | -37.7% |
| 1Y | -50.1% | -28.7% | -21.4% | -48.1% |
| All | -50.1% | -29.3% | -20.8% | -48.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling