-29.3%
ZTS vs CTAS
+23.6%
-52.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.2% |
| 7D | +5.6% | +2.0% | +3.6% | +4.3% |
| 30D | +12.1% | +8.7% | +3.4% | +7.3% |
| 3M | +11.3% | +13.3% | -2.0% | +4.2% |
| 6M | +14.3% | +39.4% | -25.1% | -4.9% |
| YTD | -31.9% | +21.5% | -53.4% | -39.6% |
| 1Y | -29.3% | +21.9% | -51.1% | -37.4% |
| All | -29.3% | +23.6% | -52.9% | -37.4% |
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