+87.8%
ZTS vs CP
+257.3%
-169.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +5.6% | +2.1% | +3.4% | +4.6% |
| 30D | +12.1% | +9.3% | +2.8% | +8.1% |
| 3M | +11.3% | +0.5% | +10.8% | +11.1% |
| 6M | +14.3% | +10.4% | +3.9% | +9.4% |
| YTD | -31.9% | +28.7% | -60.6% | -39.1% |
| 1Y | -29.3% | +33.2% | -62.4% | -37.7% |
| 3Y | -48.0% | +38.4% | -86.5% | -56.2% |
| 5Y | -58.9% | +26.2% | -85.1% | -64.4% |
| All | +87.8% | +257.3% | -169.6% | +2.2% |
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