+174.6%
ZTS vs CMS
+306.4%
-131.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.0% | +0.4% | -2.3% | -2.1% |
| 30D | +1.9% | -3.6% | +5.5% | +3.3% |
| 3M | -4.0% | -1.9% | -2.1% | -3.5% |
| 6M | -39.1% | -11.0% | -28.2% | -36.4% |
| YTD | -38.8% | +0.2% | -39.0% | -39.1% |
| 1Y | -49.6% | -1.3% | -48.2% | -49.6% |
| 3Y | -59.0% | +35.9% | -94.9% | -64.1% |
| 5Y | -61.8% | +23.1% | -84.8% | -65.5% |
| 10Y | +61.4% | +117.9% | -56.5% | +24.0% |
| All | +174.6% | +306.4% | -131.8% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling