-58.5%
ZTS vs CP
+17.1%
-75.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.7% |
| 7D | -2.0% | -2.7% | +0.7% | -1.2% |
| 30D | +1.9% | +0.2% | +1.7% | +1.8% |
| 3M | -4.0% | +2.6% | -6.6% | -4.9% |
| 6M | -39.1% | +6.0% | -45.1% | -40.3% |
| YTD | -38.8% | +24.9% | -63.7% | -42.8% |
| 1Y | -49.6% | +20.1% | -69.7% | -52.4% |
| All | -58.5% | +17.1% | -75.6% | -62.7% |
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 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