-48.0%
ZTS vs CTVA
+49.4%
-97.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | +5.6% | -20.8% | +26.3% | +8.6% |
| 30D | +12.1% | -29.6% | +41.7% | +17.7% |
| 3M | +11.3% | -16.9% | +28.2% | +12.6% |
| 6M | +14.3% | -24.3% | +38.6% | +17.3% |
| YTD | -31.9% | -5.6% | -26.3% | -33.6% |
| 1Y | -29.3% | -4.2% | -25.1% | -31.3% |
| 3Y | -48.0% | +43.3% | -91.3% | -53.4% |
| All | -48.0% | +49.4% | -97.5% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling