-50.6%
ZTS vs CNH
+20.6%
-71.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.6% | +2.6% | -2.4% |
| 7D | -4.8% | +8.8% | -13.6% | -5.6% |
| 30D | +1.2% | +24.7% | -23.4% | -1.3% |
| 3M | -6.0% | +27.3% | -33.4% | -8.9% |
| 6M | -38.7% | +23.2% | -61.9% | -40.3% |
| YTD | -40.6% | +48.9% | -89.5% | -45.1% |
| 1Y | -50.6% | +19.4% | -70.0% | -52.8% |
| All | -50.6% | +20.6% | -71.2% | -52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling