+77.0%
ZTS vs CP
+261.0%
-183.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +2.8% |
| 7D | -1.0% | +2.8% | -3.8% | -2.1% |
| 30D | +10.8% | +11.3% | -0.5% | +6.0% |
| 3M | +14.1% | +2.9% | +11.2% | +12.8% |
| 6M | +0.8% | +9.8% | -9.0% | -3.3% |
| YTD | -33.1% | +28.5% | -61.6% | -40.1% |
| 1Y | -30.0% | +33.5% | -63.5% | -38.4% |
| 3Y | -49.5% | +31.9% | -81.5% | -56.5% |
| 5Y | -60.2% | +25.5% | -85.7% | -65.5% |
| 10Y | +77.0% | +257.6% | -180.5% | -3.7% |
| All | +77.0% | +261.0% | -183.9% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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