+77.0%
ZTS vs CNH
+134.0%
-56.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +10.9% | -7.2% | +1.2% |
| 7D | -1.0% | +8.6% | -9.6% | -2.9% |
| 30D | +10.8% | +12.6% | -1.8% | +7.6% |
| 3M | +14.1% | +17.5% | -3.4% | +8.9% |
| 6M | +0.8% | +18.1% | -17.3% | -4.6% |
| YTD | -33.1% | +40.4% | -73.5% | -39.7% |
| 1Y | -30.0% | +34.0% | -64.0% | -36.3% |
| 3Y | -49.5% | +35.3% | -84.8% | -55.2% |
| 5Y | -60.2% | -5.1% | -55.1% | -62.4% |
| 10Y | +77.0% | +124.0% | -47.0% | +25.2% |
| All | +77.0% | +134.0% | -56.9% | +25.2% |
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