+174.6%
ZTS vs CRS
+1,031.7%
-857.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.9% |
| 7D | -2.0% | -0.2% | -1.7% | -2.0% |
| 30D | +1.9% | -16.6% | +18.5% | +4.4% |
| 3M | -4.0% | -3.5% | -0.5% | -4.1% |
| 6M | -39.1% | +15.4% | -54.6% | -40.9% |
| YTD | -38.8% | +51.2% | -90.0% | -43.0% |
| 1Y | -49.6% | +98.3% | -147.9% | -55.1% |
| 3Y | -59.0% | +651.5% | -710.5% | -71.1% |
| 5Y | -61.8% | +1,411.1% | -1,472.9% | -76.5% |
| 10Y | +61.4% | +1,424.3% | -1,362.9% | -9.6% |
| All | +174.6% | +1,031.7% | -857.0% | +61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling