-49.9%
ZTS vs CMS
+0.7%
-50.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.4% | -3.1% |
| 7D | -4.8% | +1.2% | -6.0% | -5.0% |
| 30D | +1.2% | -3.2% | +4.4% | +1.9% |
| 3M | -6.0% | -2.2% | -3.8% | -5.6% |
| 6M | -38.7% | -9.4% | -29.3% | -37.4% |
| YTD | -40.6% | +0.7% | -41.3% | -39.9% |
| All | -49.9% | +0.7% | -50.6% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling