-58.7%
ZTS vs CMS
+36.3%
-95.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.6% | +0.3% |
| 7D | +5.6% | +1.7% | +3.8% | +4.8% |
| 30D | +12.1% | +6.2% | +5.9% | +9.5% |
| 3M | +11.3% | +0.6% | +10.6% | +11.0% |
| 6M | +14.3% | -1.8% | +16.1% | +14.9% |
| YTD | -31.9% | +3.8% | -35.7% | -33.2% |
| 1Y | -29.3% | -1.8% | -27.5% | -29.0% |
| 3Y | -48.0% | +39.8% | -87.9% | -55.3% |
| All | -58.7% | +36.3% | -95.0% | -63.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling