+78.9%
ZTS vs CTAS
+832.5%
-753.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | -7.4% | -0.8% | -6.7% | -7.0% |
| 30D | +9.9% | +10.7% | -0.8% | +4.7% |
| 3M | +10.3% | +11.0% | -0.7% | +4.9% |
| 6M | +9.2% | +38.7% | -29.6% | -7.1% |
| YTD | -32.9% | +21.8% | -54.7% | -39.3% |
| 1Y | -29.7% | +23.6% | -53.3% | -36.9% |
| 3Y | -49.0% | +74.9% | -123.9% | -62.4% |
| 5Y | -59.3% | +119.5% | -178.7% | -73.4% |
| 10Y | +78.9% | +820.2% | -741.3% | -35.6% |
| All | +78.9% | +832.5% | -753.5% | -35.6% |
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