-62.8%
ZTS vs COR
+180.8%
-243.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.1% | -2.6% |
| 7D | -4.8% | -1.9% | -2.9% | -4.4% |
| 30D | +1.2% | +1.5% | -0.3% | +0.9% |
| 3M | -6.0% | +18.7% | -24.7% | -9.2% |
| 6M | -38.7% | -9.0% | -29.7% | -37.8% |
| YTD | -40.6% | -3.3% | -37.3% | -40.7% |
| 1Y | -50.6% | +9.8% | -60.4% | -52.3% |
| 3Y | -58.7% | +87.4% | -146.1% | -66.4% |
| 5Y | -62.8% | +180.5% | -243.3% | -73.5% |
| All | -62.8% | +180.8% | -243.6% | -73.5% |
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