-29.6%
ZTS vs CMS
-0.8%
-28.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | 0.0% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +11.0% | +7.4% | +3.6% | +8.8% |
| 3M | +10.9% | +1.9% | +9.1% | +10.2% |
| 6M | +0.9% | -2.3% | +3.3% | +1.6% |
| YTD | -33.0% | +3.0% | -35.9% | -33.6% |
| 1Y | -29.6% | -2.8% | -26.8% | -27.5% |
| All | -29.6% | -0.8% | -28.9% | -27.5% |
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