-48.0%
ZTS vs CPNG
-1.0%
-47.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | +5.6% | -6.8% | +12.3% | +6.8% |
| 30D | +12.1% | +5.5% | +6.6% | +11.3% |
| 3M | +11.3% | -6.8% | +18.0% | +12.3% |
| 6M | +14.3% | -4.8% | +19.1% | +14.4% |
| YTD | -31.9% | -35.6% | +3.7% | -28.6% |
| 1Y | -29.3% | -46.8% | +17.5% | -24.1% |
| 3Y | -48.0% | -0.8% | -47.3% | -50.4% |
| All | -48.0% | -1.0% | -47.1% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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