-58.7%
ZTS vs CRS
+800.5%
-859.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.4% |
| 7D | +5.6% | +4.8% | +0.8% | +4.9% |
| 30D | +12.1% | -23.2% | +35.3% | +15.1% |
| 3M | +11.3% | -45.5% | +56.8% | +19.5% |
| 6M | +14.3% | -33.1% | +47.4% | +18.4% |
| YTD | -31.9% | -7.2% | -24.7% | -32.7% |
| 1Y | -29.3% | -10.0% | -19.2% | -29.9% |
| 3Y | -48.0% | +332.3% | -380.4% | -61.3% |
| All | -58.7% | +800.5% | -859.3% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling