+166.5%
ZTS vs CHTR
+86.7%
+79.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.1% | +1.1% | -2.0% |
| 7D | -4.8% | -0.3% | -4.5% | -4.9% |
| 30D | +1.2% | -4.5% | +5.7% | +2.1% |
| 3M | -6.0% | +10.2% | -16.3% | -9.0% |
| 6M | -38.7% | -37.2% | -1.5% | -33.0% |
| YTD | -40.6% | -30.2% | -10.4% | -37.1% |
| 1Y | -50.6% | -44.8% | -5.8% | -44.5% |
| 3Y | -58.7% | -65.5% | +6.8% | -49.5% |
| 5Y | -62.8% | -81.8% | +18.9% | -45.8% |
| 10Y | +56.2% | -45.8% | +101.9% | +65.1% |
| All | +166.5% | +86.7% | +79.8% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling