-61.4%
ZTS vs CSGP
-64.7%
+3.3%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -2.0% | -4.1% | +2.1% | -0.8% |
| 30D | +1.9% | +2.3% | -0.4% | +1.1% |
| 3M | -4.0% | -8.2% | +4.2% | -2.2% |
| 6M | -39.1% | -35.1% | -4.1% | -31.7% |
| YTD | -38.8% | -54.0% | +15.2% | -24.5% |
| 1Y | -49.6% | -65.3% | +15.7% | -32.3% |
| 3Y | -59.0% | -62.6% | +3.6% | -47.5% |
| All | -61.4% | -64.7% | +3.3% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling