+77.0%
ZTS vs CPRT
+399.1%
-322.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.6% | +2.1% | +3.0% |
| 7D | -1.0% | +1.6% | -2.7% | -1.6% |
| 30D | +10.8% | +18.8% | -8.0% | +3.1% |
| 3M | +14.1% | +9.4% | +4.7% | +9.1% |
| 6M | +0.8% | -4.4% | +5.1% | +1.7% |
| YTD | -33.1% | -17.1% | -16.0% | -28.6% |
| 1Y | -30.0% | -19.9% | -10.1% | -24.2% |
| 3Y | -49.5% | -30.5% | -19.0% | -43.7% |
| 5Y | -60.2% | -15.9% | -44.3% | -60.4% |
| 10Y | +77.0% | +386.7% | -309.6% | -3.6% |
| All | +77.0% | +399.1% | -322.1% | -3.6% |
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