+56.2%
ZTS vs CPRT
+411.2%
-355.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.3% | +0.4% | -1.6% |
| 7D | -4.8% | +0.4% | -5.2% | -5.0% |
| 30D | +1.2% | +9.9% | -8.7% | -3.1% |
| 3M | -6.0% | +5.6% | -11.7% | -8.8% |
| 6M | -38.7% | -13.6% | -25.1% | -35.4% |
| YTD | -40.6% | -16.7% | -23.9% | -36.6% |
| 1Y | -50.6% | -33.1% | -17.5% | -42.1% |
| 3Y | -58.7% | -27.1% | -31.7% | -55.0% |
| 5Y | -62.8% | -9.9% | -53.0% | -64.1% |
| 10Y | +56.2% | +415.3% | -359.1% | -19.1% |
| All | +56.2% | +411.2% | -355.0% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling