+58.8%
ZTS vs CHRW
+170.5%
-111.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -3.8% | +4.1% | -7.8% | -4.7% |
| 30D | -2.0% | +1.9% | -3.9% | -2.6% |
| 3M | -10.2% | -21.2% | +11.0% | -5.6% |
| 6M | -39.4% | -16.7% | -22.7% | -37.5% |
| YTD | -40.8% | -5.4% | -35.5% | -41.5% |
| 1Y | -50.1% | +21.2% | -71.3% | -54.4% |
| 3Y | -58.9% | +86.5% | -145.4% | -68.0% |
| 5Y | -62.4% | +93.0% | -155.4% | -71.7% |
| 10Y | +58.8% | +174.5% | -115.7% | +3.7% |
| All | +58.8% | +170.5% | -111.7% | +3.7% |
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