+77.0%
ZTS vs CP
+255.2%
-178.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.3% |
| 7D | -0.6% | +2.8% | -3.4% | -1.7% |
| 30D | +11.0% | +11.0% | -0.1% | +6.3% |
| 3M | +10.9% | +3.8% | +7.1% | +9.3% |
| 6M | +0.9% | +9.5% | -8.6% | -3.0% |
| YTD | -33.0% | +28.2% | -61.2% | -40.0% |
| 1Y | -29.6% | +33.0% | -62.6% | -37.9% |
| 3Y | -49.0% | +35.5% | -84.6% | -56.6% |
| 5Y | -59.5% | +25.8% | -85.3% | -64.9% |
| 10Y | +77.0% | +250.7% | -173.7% | -3.4% |
| All | +77.0% | +255.2% | -178.2% | -3.4% |
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