+77.0%
ZTS vs CHRW
+126.6%
-49.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.6% | -3.4% | +2.7% | +0.3% |
| 30D | +11.0% | -9.4% | +20.3% | +13.4% |
| 3M | +10.9% | -12.6% | +23.6% | +13.9% |
| 6M | +0.9% | -24.2% | +25.1% | +6.1% |
| YTD | -33.0% | -18.9% | -14.1% | -31.6% |
| 1Y | -29.6% | -13.7% | -15.9% | -29.4% |
| 3Y | -49.0% | +72.6% | -121.6% | -60.1% |
| 5Y | -59.5% | +55.6% | -115.1% | -67.8% |
| 10Y | +77.0% | +122.7% | -45.7% | +20.6% |
| All | +77.0% | +126.6% | -49.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling