-26.7%
ZTS vs CTAS
+25.6%
-52.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +6.1% |
| 7D | +15.4% | +7.6% | +7.8% | +11.0% |
| 30D | +25.8% | +17.2% | +8.5% | +15.7% |
| 3M | +18.1% | +12.8% | +5.3% | +10.8% |
| 6M | -19.7% | +38.0% | -57.7% | -32.7% |
| YTD | -27.5% | +22.7% | -50.2% | -36.0% |
| 1Y | -26.7% | +25.6% | -52.4% | -36.3% |
| All | -26.7% | +25.6% | -52.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 1y: compounded portfolio wealth divided by compounded CTAS 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…
1y analysis · Full analysis span regression · 6 months rolling