+77.0%
ZTS vs CMS
+127.7%
-50.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.1% | +3.4% |
| 7D | -1.0% | -0.9% | -0.1% | -0.6% |
| 30D | +10.8% | +7.1% | +3.7% | +7.6% |
| 3M | +14.1% | -1.3% | +15.3% | +14.6% |
| 6M | +0.8% | -2.7% | +3.4% | +1.7% |
| YTD | -33.1% | +2.6% | -35.7% | -34.2% |
| 1Y | -30.0% | -2.0% | -28.0% | -29.7% |
| 3Y | -49.5% | +39.6% | -89.1% | -57.2% |
| 5Y | -60.2% | +35.3% | -95.6% | -66.3% |
| 10Y | +77.0% | +132.3% | -55.3% | +30.9% |
| All | +77.0% | +127.7% | -50.7% | +30.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling