+200.2%
ZTS vs COR
+974.9%
-774.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.7% | 0.0% | +2.5% |
| 7D | -1.0% | +2.3% | -3.4% | -1.6% |
| 30D | +10.8% | +6.8% | +4.0% | +8.7% |
| 3M | +14.1% | +8.1% | +6.0% | +11.4% |
| 6M | +0.8% | +33.0% | -32.2% | -7.8% |
| YTD | -33.1% | +3.0% | -36.1% | -34.5% |
| 1Y | -30.0% | -3.4% | -26.6% | -30.0% |
| 3Y | -49.5% | +80.1% | -129.7% | -59.9% |
| 5Y | -60.2% | +194.7% | -255.0% | -73.8% |
| 10Y | +77.0% | +512.3% | -435.2% | -14.2% |
| All | +200.2% | +974.9% | -774.6% | +22.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling