+189.6%
ZTS vs CPRT
+613.4%
-423.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | -0.4% | +6.0% | -6.4% | -2.6% |
| 30D | +11.7% | +20.0% | -8.3% | +3.9% |
| 3M | +3.5% | +10.1% | -6.7% | -1.2% |
| 6M | -27.6% | -4.3% | -23.3% | -27.1% |
| YTD | -35.5% | -18.4% | -17.1% | -30.9% |
| 1Y | -32.1% | -20.1% | -12.0% | -26.7% |
| 3Y | -49.1% | -30.4% | -18.7% | -43.5% |
| 5Y | -61.0% | -17.0% | -44.1% | -60.8% |
| 10Y | +74.4% | +403.2% | -328.9% | -9.7% |
| All | +189.6% | +613.4% | -423.8% | +31.7% |
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