+189.6%
ZTS vs CMS
+310.7%
-121.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.2% | -2.5% |
| 7D | -0.4% | -1.3% | +0.9% | +0.2% |
| 30D | +11.7% | +6.3% | +5.4% | +9.2% |
| 3M | +3.5% | -2.1% | +5.5% | +4.2% |
| 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% | -55.5% |
| 5Y | -61.0% | +32.5% | -93.6% | -65.8% |
| 10Y | +74.4% | +126.8% | -52.4% | +32.7% |
| All | +189.6% | +310.7% | -121.1% | +82.7% |
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 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