-49.1%
ZTS vs CP
+26.5%
-75.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | -0.4% | +2.8% | -3.2% | -1.1% |
| 30D | +11.7% | +10.2% | +1.5% | +8.6% |
| 3M | +3.5% | +2.4% | +1.1% | +2.7% |
| 6M | -27.6% | +7.7% | -35.3% | -29.2% |
| YTD | -35.5% | +26.0% | -61.5% | -39.7% |
| 1Y | -32.1% | +34.6% | -66.7% | -37.7% |
| 3Y | -49.1% | +26.7% | -75.8% | -54.3% |
| All | -49.1% | +26.5% | -75.6% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling