-47.2%
ZTS vs CPNG
-75.9%
+28.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | -2.0% | -7.4% | +5.5% | -1.0% |
| 30D | +1.9% | -4.4% | +6.3% | +2.5% |
| 3M | -4.0% | -7.5% | +3.5% | -3.4% |
| 6M | -39.1% | -19.9% | -19.2% | -37.7% |
| YTD | -38.8% | -35.2% | -3.6% | -35.8% |
| 1Y | -49.6% | -46.8% | -2.8% | -45.9% |
| 3Y | -59.0% | -20.2% | -38.8% | -59.0% |
| 5Y | -61.8% | -48.4% | -13.3% | -62.9% |
| All | -47.2% | -75.9% | +28.7% | -48.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling