+174.6%
ZTS vs CNP
+210.2%
-35.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.4% |
| 7D | -2.0% | +1.1% | -3.1% | -2.3% |
| 30D | +1.9% | -1.8% | +3.7% | +2.4% |
| 3M | -4.0% | -4.6% | +0.6% | -2.7% |
| 6M | -39.1% | -8.8% | -30.3% | -37.4% |
| YTD | -38.8% | +5.2% | -44.0% | -40.1% |
| 1Y | -49.6% | +8.3% | -57.9% | -51.2% |
| 3Y | -59.0% | +54.9% | -113.9% | -65.2% |
| 5Y | -61.8% | +73.5% | -135.3% | -68.8% |
| 10Y | +61.4% | +139.1% | -77.7% | +11.3% |
| All | +174.6% | +210.2% | -35.6% | +81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling