+200.2%
ZTS vs CG
+171.2%
+29.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.6% | -2.9% | +1.8% |
| 7D | -1.0% | +3.0% | -4.1% | -1.7% |
| 30D | +10.8% | +10.1% | +0.7% | +7.9% |
| 3M | +14.1% | -10.8% | +24.9% | +17.7% |
| 6M | +0.8% | -15.2% | +16.0% | +5.0% |
| YTD | -33.1% | -26.9% | -6.2% | -27.7% |
| 1Y | -30.0% | -17.0% | -12.9% | -27.1% |
| 3Y | -49.5% | +54.6% | -104.2% | -58.4% |
| 5Y | -60.2% | -16.7% | -43.5% | -62.1% |
| 10Y | +77.0% | +320.1% | -243.1% | +4.5% |
| All | +200.2% | +171.2% | +29.0% | +88.8% |
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