+200.2%
ZTS vs CTAS
+2,355.2%
-2,155.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.9% |
| 3M | +14.1% | +10.2% | +3.9% | +8.9% |
| 6M | +0.8% | +34.4% | -33.6% | -12.7% |
| YTD | -33.1% | +19.6% | -52.7% | -38.9% |
| 1Y | -30.0% | +21.8% | -51.8% | -36.6% |
| 3Y | -49.5% | +74.1% | -123.6% | -62.5% |
| 5Y | -60.2% | +114.0% | -174.3% | -73.5% |
| 10Y | +77.0% | +813.9% | -736.9% | -42.3% |
| All | +200.2% | +2,355.2% | -2,155.0% | -35.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling