+187.4%
ZTS vs CNH
+32.2%
+155.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.8% | -6.1% | -3.9% |
| 7D | -0.4% | -1.7% | +1.3% | 0.0% |
| 30D | +11.7% | -7.2% | +18.9% | +13.4% |
| 3M | +3.5% | +6.5% | -3.1% | +1.3% |
| 6M | -27.6% | +7.9% | -35.5% | -29.9% |
| YTD | -35.5% | +26.6% | -62.1% | -40.1% |
| 1Y | -32.1% | +13.8% | -45.9% | -35.5% |
| 3Y | -49.1% | +9.2% | -58.3% | -52.2% |
| 5Y | -61.0% | -15.6% | -45.4% | -62.0% |
| 10Y | +74.4% | +119.2% | -44.8% | +28.4% |
| All | +187.4% | +32.2% | +155.2% | +120.3% |
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