+189.6%
ZTS vs CP
+348.5%
-158.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.7% |
| 7D | -0.4% | +2.8% | -3.2% | -1.3% |
| 30D | +11.7% | +10.2% | +1.5% | +7.9% |
| 3M | +3.5% | +2.4% | +1.1% | +2.6% |
| 6M | -27.6% | +7.7% | -35.3% | -29.6% |
| YTD | -35.5% | +26.0% | -61.5% | -41.0% |
| 1Y | -32.1% | +34.6% | -66.7% | -39.5% |
| 3Y | -49.1% | +26.7% | -75.8% | -54.5% |
| 5Y | -61.0% | +24.9% | -85.9% | -65.4% |
| 10Y | +74.4% | +258.6% | -184.2% | +5.6% |
| All | +189.6% | +348.5% | -158.9% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling