-60.2%
ZTS vs CG
-16.4%
-43.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +1.9% |
| 7D | -1.0% | +3.0% | -4.1% | -1.7% |
| 30D | +10.8% | +10.1% | +0.7% | +8.0% |
| 3M | +14.1% | -10.8% | +24.9% | +17.5% |
| 6M | +0.8% | -15.2% | +16.0% | +4.9% |
| YTD | -33.1% | -26.9% | -6.2% | -28.0% |
| 1Y | -30.0% | -17.0% | -12.9% | -27.2% |
| 3Y | -49.5% | +54.6% | -104.2% | -59.6% |
| 5Y | -60.2% | -16.7% | -43.5% | -63.2% |
| All | -60.2% | -16.4% | -43.8% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling