+174.6%
ZTS vs CPRT
+652.9%
-478.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -2.0% | +2.2% | -4.2% | -2.9% |
| 30D | +1.9% | +16.6% | -14.7% | -4.7% |
| 3M | -4.0% | +9.6% | -13.6% | -8.1% |
| 6M | -39.1% | -11.1% | -28.0% | -36.7% |
| YTD | -38.8% | -13.9% | -24.9% | -35.7% |
| 1Y | -49.6% | -32.5% | -17.0% | -41.6% |
| 3Y | -59.0% | -25.0% | -33.9% | -55.8% |
| 5Y | -61.8% | -7.4% | -54.4% | -63.1% |
| 10Y | +61.4% | +422.0% | -360.5% | -17.6% |
| All | +174.6% | +652.9% | -478.3% | +22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling