-62.8%
ZTS vs CNP
+76.4%
-139.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | -4.8% | +1.6% | -6.4% | -5.3% |
| 30D | +1.2% | -0.8% | +2.0% | +1.4% |
| 3M | -6.0% | -3.6% | -2.5% | -5.0% |
| 6M | -38.7% | -6.9% | -31.8% | -37.3% |
| YTD | -40.6% | +6.4% | -47.0% | -42.3% |
| 1Y | -50.6% | +9.9% | -60.5% | -52.8% |
| 3Y | -58.7% | +53.1% | -111.8% | -66.2% |
| 5Y | -62.8% | +72.0% | -134.8% | -70.4% |
| All | -62.8% | +76.4% | -139.3% | -70.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling