+174.6%
ZTS vs CSGP
+229.6%
-55.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.1% |
| 7D | -2.0% | -4.1% | +2.1% | -0.7% |
| 30D | +1.9% | +2.3% | -0.4% | +1.0% |
| 3M | -4.0% | -8.2% | +4.2% | -2.1% |
| 6M | -39.1% | -35.1% | -4.1% | -31.1% |
| YTD | -38.8% | -54.0% | +15.2% | -23.5% |
| 1Y | -49.6% | -65.3% | +15.7% | -31.2% |
| 3Y | -59.0% | -62.6% | +3.6% | -46.7% |
| 5Y | -61.8% | -64.8% | +3.1% | -50.7% |
| 10Y | +61.4% | +45.1% | +16.4% | +39.0% |
| All | +174.6% | +229.6% | -55.0% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling