-49.5%
ZTS vs COR
+80.2%
-129.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.9% |
| 7D | -1.0% | +2.3% | -3.4% | -1.3% |
| 30D | +10.8% | +6.8% | +4.0% | +9.8% |
| 3M | +14.1% | +8.1% | +6.0% | +12.9% |
| 6M | +0.8% | +33.0% | -32.2% | -2.5% |
| YTD | -33.1% | +3.0% | -36.1% | -33.9% |
| 1Y | -30.0% | -3.4% | -26.6% | -30.3% |
| 3Y | -49.5% | +80.1% | -129.7% | -51.8% |
| All | -49.5% | +80.2% | -129.7% | -51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling