-57.5%
ZTS vs CTAS
+65.0%
-122.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.3% |
| 30D | +1.9% | -0.2% | +2.1% | +2.0% |
| 3M | -4.0% | +11.7% | -15.7% | -8.3% |
| 6M | -39.1% | +0.7% | -39.8% | -39.8% |
| YTD | -38.8% | +7.4% | -46.2% | -40.8% |
| 1Y | -49.6% | -2.1% | -47.5% | -49.6% |
| All | -57.5% | +65.0% | -122.5% | -66.2% |
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