-50.6%
ZTS vs CRS
+79.6%
-130.2%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | -3.7% | -6.8% | +3.0% | -3.1% |
| 30D | -0.8% | -16.1% | +15.4% | +0.8% |
| 3M | -9.7% | -21.2% | +11.4% | -8.2% |
| 6M | -38.4% | +8.7% | -47.1% | -40.3% |
| YTD | -41.1% | +41.0% | -82.1% | -43.9% |
| 1Y | -50.6% | +82.7% | -133.3% | -53.6% |
| All | -50.6% | +79.6% | -130.2% | -53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling