-59.7%
ZTS vs CSGP
-62.1%
+2.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -1.6% | -6.3% | -7.5% |
| 7D | +4.9% | +13.9% | -9.0% | +1.1% |
| 30D | +15.9% | +16.0% | -0.1% | +10.4% |
| 3M | +11.1% | +6.1% | +5.0% | +8.4% |
| 6M | -26.0% | -8.2% | -17.9% | -25.3% |
| YTD | -33.3% | -52.3% | +19.1% | -18.8% |
| 1Y | -30.3% | -54.5% | +24.2% | -14.1% |
| 3Y | -47.0% | -58.6% | +11.5% | -34.6% |
| 5Y | -59.7% | -61.5% | +1.8% | -48.7% |
| All | -59.7% | -62.1% | +2.4% | -48.7% |
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