-49.5%
ZTS vs CTAS
+73.4%
-122.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | -1.0% | -0.7% | -0.3% | -0.6% |
| 30D | +10.8% | +10.3% | +0.5% | +6.7% |
| 3M | +14.1% | +10.2% | +3.9% | +9.8% |
| 6M | +0.8% | +34.4% | -33.6% | -10.2% |
| YTD | -33.1% | +19.6% | -52.7% | -37.9% |
| 1Y | -30.0% | +21.8% | -51.8% | -35.5% |
| 3Y | -49.5% | +74.1% | -123.6% | -60.1% |
| All | -49.5% | +73.4% | -122.9% | -60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling