+200.2%
ZTS vs CNP
+219.1%
-18.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.6% |
| 7D | -1.0% | -4.3% | +3.3% | +0.3% |
| 30D | +10.8% | +5.7% | +5.1% | +8.7% |
| 3M | +14.1% | +0.9% | +13.1% | +13.4% |
| 6M | +0.8% | -1.1% | +1.8% | +0.7% |
| YTD | -33.1% | +8.3% | -41.4% | -35.2% |
| 1Y | -30.0% | +5.9% | -35.9% | -31.7% |
| 3Y | -49.5% | +64.6% | -114.1% | -58.0% |
| 5Y | -60.2% | +74.6% | -134.8% | -67.7% |
| 10Y | +77.0% | +139.8% | -62.8% | +21.4% |
| All | +200.2% | +219.1% | -18.9% | +96.2% |
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