+58.8%
ZTS vs CNP
+132.2%
-73.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | 0.0% |
| 7D | -3.8% | +0.7% | -4.4% | -4.0% |
| 30D | -2.0% | -0.1% | -2.0% | -2.1% |
| 3M | -10.2% | -5.6% | -4.6% | -8.5% |
| 6M | -39.4% | -7.5% | -31.9% | -37.9% |
| YTD | -40.8% | +5.5% | -46.3% | -42.2% |
| 1Y | -50.1% | +8.3% | -58.5% | -51.9% |
| 3Y | -58.9% | +51.8% | -110.6% | -65.4% |
| 5Y | -62.4% | +69.9% | -132.2% | -69.7% |
| 10Y | +58.8% | +139.9% | -81.1% | +10.7% |
| All | +58.8% | +132.2% | -73.4% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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