-49.1%
ZTS vs CSGP
-60.4%
+11.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -2.1% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | +11.7% | +10.7% | +1.0% | +8.7% |
| 3M | +3.5% | +3.3% | +0.2% | +2.2% |
| 6M | -27.6% | -10.3% | -17.3% | -26.6% |
| YTD | -35.5% | -54.6% | +19.1% | -23.7% |
| 1Y | -32.1% | -54.6% | +22.6% | -19.8% |
| 3Y | -49.1% | -60.3% | +11.3% | -39.4% |
| All | -49.1% | -60.4% | +11.4% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 3y: compounded portfolio wealth divided by compounded CSGP 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…
3y analysis · Full analysis span regression · 6 months rolling