+56.2%
ZTS vs CNH
+152.9%
-96.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -1.7% |
| 7D | -4.8% | +8.8% | -13.6% | -6.8% |
| 30D | +1.2% | +24.7% | -23.4% | -4.2% |
| 3M | -6.0% | +27.3% | -33.4% | -12.0% |
| 6M | -38.7% | +23.2% | -61.9% | -42.5% |
| YTD | -40.6% | +48.9% | -89.5% | -47.0% |
| 1Y | -50.6% | +19.4% | -70.0% | -53.5% |
| 3Y | -58.7% | +7.8% | -66.5% | -61.1% |
| 5Y | -62.8% | +8.7% | -71.6% | -65.9% |
| 10Y | +56.2% | +149.5% | -93.3% | +6.2% |
| All | +56.2% | +152.9% | -96.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling