-60.2%
ZTS vs COR
+192.5%
-252.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.8% |
| 7D | -1.0% | +2.3% | -3.4% | -1.4% |
| 30D | +10.8% | +6.8% | +4.0% | +9.3% |
| 3M | +14.1% | +8.1% | +6.0% | +12.2% |
| 6M | +0.8% | +33.0% | -32.2% | -4.8% |
| YTD | -33.1% | +3.0% | -36.1% | -34.0% |
| 1Y | -30.0% | -3.4% | -26.6% | -30.0% |
| 3Y | -49.5% | +80.1% | -129.7% | -58.2% |
| 5Y | -60.2% | +194.7% | -255.0% | -72.3% |
| All | -60.2% | +192.5% | -252.7% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling