+58.8%
ZTS vs COR
+399.7%
-340.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -3.8% | -3.9% | +0.1% | -2.6% |
| 30D | -2.0% | -0.3% | -1.7% | -2.0% |
| 3M | -10.2% | +15.9% | -26.1% | -14.1% |
| 6M | -39.4% | -10.3% | -29.2% | -37.9% |
| YTD | -40.8% | -3.7% | -37.1% | -40.9% |
| 1Y | -50.1% | +9.1% | -59.2% | -52.2% |
| 3Y | -58.9% | +86.6% | -145.5% | -67.4% |
| 5Y | -62.4% | +180.9% | -243.3% | -74.3% |
| 10Y | +58.8% | +407.4% | -348.6% | -11.4% |
| All | +58.8% | +399.7% | -340.9% | -11.4% |
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