-49.5%
ZTS vs CHRW
+68.5%
-118.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.3% |
| 7D | -1.0% | +0.2% | -1.3% | -1.0% |
| 30D | +10.8% | -9.4% | +20.1% | +12.1% |
| 3M | +14.1% | -13.3% | +27.3% | +15.8% |
| 6M | +0.8% | -24.2% | +24.9% | +3.5% |
| YTD | -33.1% | -18.9% | -14.2% | -32.5% |
| 1Y | -30.0% | -12.4% | -17.6% | -30.3% |
| 3Y | -49.5% | +72.2% | -121.8% | -58.2% |
| All | -49.5% | +68.5% | -118.1% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling