-62.8%
ZTS vs CTAS
+114.7%
-177.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | +1.2% | -1.0% | +2.2% | +1.7% |
| 3M | -6.0% | +15.8% | -21.8% | -13.3% |
| 6M | -38.7% | -1.0% | -37.7% | -38.8% |
| YTD | -40.6% | +7.4% | -48.0% | -43.2% |
| 1Y | -50.6% | -0.1% | -50.5% | -51.0% |
| 3Y | -58.7% | +66.3% | -125.0% | -71.5% |
| 5Y | -62.8% | +111.0% | -173.8% | -79.0% |
| All | -62.8% | +114.7% | -177.5% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling