+58.8%
ZTS vs CTAS
+665.9%
-607.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -3.8% | +1.0% | -4.7% | -4.2% |
| 30D | -2.0% | -1.1% | -1.0% | -1.5% |
| 3M | -10.2% | +11.5% | -21.7% | -15.0% |
| 6M | -39.4% | +0.2% | -39.6% | -39.7% |
| YTD | -40.8% | +7.2% | -48.0% | -43.1% |
| 1Y | -50.1% | 0.0% | -50.1% | -50.5% |
| 3Y | -58.9% | +65.9% | -124.8% | -69.0% |
| 5Y | -62.4% | +109.6% | -171.9% | -74.8% |
| 10Y | +58.8% | +683.8% | -624.9% | -38.5% |
| All | +58.8% | +665.9% | -607.0% | -38.5% |
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