+174.6%
ZTS vs CTAS
+2,105.6%
-1,931.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | -1.8% | -0.2% | -1.1% |
| 30D | +1.9% | -0.2% | +2.1% | +2.0% |
| 3M | -4.0% | +11.7% | -15.7% | -9.2% |
| 6M | -39.1% | +0.7% | -39.8% | -39.6% |
| YTD | -38.8% | +7.4% | -46.2% | -41.2% |
| 1Y | -49.6% | -2.1% | -47.5% | -49.4% |
| 3Y | -59.0% | +62.9% | -121.9% | -68.7% |
| 5Y | -61.8% | +111.9% | -173.6% | -74.4% |
| 10Y | +61.4% | +652.2% | -590.7% | -42.4% |
| All | +174.6% | +2,105.6% | -1,931.0% | -37.7% |
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