-62.8%
ZTS vs CG
+2.7%
-65.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.7% | 0.0% |
| 7D | -4.5% | -9.8% | +5.3% | -1.9% |
| 30D | -3.3% | -10.3% | +7.0% | -0.5% |
| 3M | -9.7% | -1.7% | -8.1% | -9.7% |
| 6M | -38.8% | -9.8% | -29.0% | -37.3% |
| YTD | -41.2% | -25.6% | -15.6% | -37.0% |
| 1Y | -50.3% | -32.5% | -17.8% | -45.6% |
| 3Y | -59.1% | +45.6% | -104.8% | -66.5% |
| 5Y | -62.8% | +3.7% | -66.4% | -67.6% |
| All | -62.8% | +2.7% | -65.5% | -67.6% |
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