-49.6%
ZTS vs CTVA
+22.4%
-72.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.5% |
| 7D | -2.0% | +4.9% | -6.9% | -2.5% |
| 30D | +1.9% | +11.9% | -10.0% | +0.7% |
| 3M | -4.0% | +13.7% | -17.7% | -6.2% |
| 6M | -39.1% | +13.1% | -52.3% | -40.2% |
| YTD | -38.8% | +32.0% | -70.8% | -40.4% |
| 1Y | -49.6% | +22.1% | -71.6% | -50.7% |
| All | -49.6% | +22.4% | -72.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 1y: compounded portfolio wealth divided by compounded CTVA 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…
1y analysis · Full analysis span regression · 6 months rolling