+55.7%
ZTS vs CHTR
-44.7%
+100.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | -0.8% |
| 7D | -3.7% | -4.1% | +0.3% | -2.9% |
| 30D | -0.8% | -3.0% | +2.2% | -0.4% |
| 3M | -9.7% | +4.8% | -14.5% | -11.6% |
| 6M | -38.4% | -35.0% | -3.4% | -33.2% |
| YTD | -41.1% | -30.2% | -10.9% | -37.6% |
| 1Y | -50.6% | -44.8% | -5.9% | -44.4% |
| 3Y | -59.1% | -66.6% | +7.4% | -48.9% |
| 5Y | -62.7% | -81.5% | +18.8% | -43.4% |
| All | +55.7% | -44.7% | +100.5% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 CHTR 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