+56.2%
ZTS vs CMS
+117.1%
-60.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.2% |
| 7D | -4.8% | +1.2% | -6.0% | -5.3% |
| 30D | +1.2% | -3.2% | +4.4% | +2.5% |
| 3M | -6.0% | -2.2% | -3.8% | -5.3% |
| 6M | -38.7% | -9.4% | -29.3% | -36.2% |
| YTD | -40.6% | +0.7% | -41.3% | -41.1% |
| 1Y | -50.6% | +0.4% | -50.9% | -51.0% |
| 3Y | -58.7% | +35.2% | -93.9% | -64.5% |
| 5Y | -62.8% | +24.1% | -87.0% | -67.1% |
| 10Y | +56.2% | +115.8% | -59.6% | +19.3% |
| All | +56.2% | +117.1% | -60.9% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CMS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling