-62.8%
ZTS vs CHRW
+90.3%
-153.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.7% | -4.6% | -3.3% |
| 7D | -4.8% | +1.9% | -6.7% | -5.2% |
| 30D | +1.2% | +0.9% | +0.3% | +1.0% |
| 3M | -6.0% | -19.9% | +13.9% | -2.4% |
| 6M | -38.7% | -15.8% | -22.9% | -37.3% |
| YTD | -40.6% | -5.6% | -35.0% | -41.2% |
| 1Y | -50.6% | +21.0% | -71.6% | -54.2% |
| 3Y | -58.7% | +86.0% | -144.8% | -66.9% |
| 5Y | -62.8% | +88.6% | -151.5% | -70.9% |
| All | -62.8% | +90.3% | -153.1% | -70.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling