+87.8%
ZTS vs CTAS
+814.6%
-726.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.2% |
| 7D | +5.6% | +2.0% | +3.6% | +4.6% |
| 30D | +12.1% | +8.7% | +3.4% | +7.8% |
| 3M | +11.3% | +13.3% | -2.0% | +4.8% |
| 6M | +14.3% | +39.4% | -25.1% | -2.9% |
| YTD | -31.9% | +21.5% | -53.4% | -38.3% |
| 1Y | -29.3% | +21.9% | -51.1% | -36.0% |
| 3Y | -48.0% | +73.6% | -121.7% | -61.6% |
| 5Y | -58.9% | +116.2% | -175.1% | -73.0% |
| All | +87.8% | +814.6% | -726.8% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling