+172.5%
ZTS vs CNH
+64.7%
+107.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.0% | -4.7% | -1.5% |
| 7D | -2.0% | +23.3% | -25.3% | -6.6% |
| 30D | +1.9% | +33.5% | -31.5% | -4.8% |
| 3M | -4.0% | +32.7% | -36.7% | -10.6% |
| 6M | -39.1% | +22.2% | -61.3% | -42.5% |
| YTD | -38.8% | +57.7% | -96.5% | -45.7% |
| 1Y | -49.6% | +28.0% | -77.5% | -53.1% |
| 3Y | -59.0% | +11.5% | -70.5% | -61.5% |
| 5Y | -61.8% | +11.9% | -73.6% | -64.9% |
| 10Y | +61.4% | +162.8% | -101.3% | +14.3% |
| All | +172.5% | +64.7% | +107.9% | +99.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling