+174.6%
ZTS vs CG
+201.1%
-26.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | -2.0% | -4.3% | +2.3% | -0.8% |
| 30D | +1.9% | -5.1% | +7.0% | +3.4% |
| 3M | -4.0% | +8.7% | -12.7% | -6.6% |
| 6M | -39.1% | -9.2% | -29.9% | -37.7% |
| YTD | -38.8% | -18.9% | -19.9% | -35.7% |
| 1Y | -49.6% | -25.6% | -23.9% | -46.0% |
| 3Y | -59.0% | +57.3% | -116.2% | -66.3% |
| 5Y | -61.8% | +10.2% | -71.9% | -66.4% |
| 10Y | +61.4% | +364.2% | -302.8% | -7.4% |
| All | +174.6% | +201.1% | -26.4% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling