-61.2%
ZTS vs CMS
+32.6%
-93.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.4% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | +11.7% | +6.3% | +5.4% | +9.1% |
| 3M | +3.5% | -2.1% | +5.5% | +4.3% |
| 6M | -27.6% | -5.1% | -22.5% | -26.2% |
| YTD | -35.5% | +1.3% | -36.7% | -36.0% |
| 1Y | -32.1% | -1.4% | -30.7% | -32.0% |
| 3Y | -49.1% | +36.9% | -86.0% | -55.7% |
| All | -61.2% | +32.6% | -93.8% | -65.5% |
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 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