+87.8%
ZTS vs COR
+486.2%
-398.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.0% | -1.9% | +0.1% |
| 7D | +5.6% | +7.8% | -2.3% | +3.1% |
| 30D | +12.1% | +7.0% | +5.1% | +9.9% |
| 3M | +11.3% | +16.3% | -5.0% | +6.4% |
| 6M | +14.3% | +41.3% | -27.0% | +3.0% |
| YTD | -31.9% | +7.1% | -39.0% | -34.1% |
| 1Y | -29.3% | -0.8% | -28.4% | -29.8% |
| 3Y | -48.0% | +85.0% | -133.0% | -58.8% |
| 5Y | -58.9% | +203.9% | -262.7% | -72.9% |
| All | +87.8% | +486.2% | -398.4% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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