+87.8%
ZTS vs CNH
+106.0%
-18.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +5.6% | +3.0% | +2.5% | +4.7% |
| 30D | +12.1% | -0.6% | +12.7% | +12.0% |
| 3M | +11.3% | +14.6% | -3.4% | +6.9% |
| 6M | +14.3% | +11.8% | +2.6% | +9.5% |
| YTD | -31.9% | +30.4% | -62.3% | -37.6% |
| 1Y | -29.3% | +19.1% | -48.3% | -33.8% |
| 3Y | -48.0% | +30.2% | -78.2% | -53.6% |
| 5Y | -58.9% | -17.8% | -41.1% | -59.7% |
| All | +87.8% | +106.0% | -18.2% | +36.9% |
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