-58.7%
ZTS vs CTVA
+34.7%
-93.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.6% |
| 7D | +5.6% | -20.8% | +26.3% | +9.3% |
| 30D | +12.1% | -29.6% | +41.7% | +18.8% |
| 3M | +11.3% | -16.9% | +28.2% | +13.2% |
| 6M | +14.3% | -24.3% | +38.6% | +18.1% |
| YTD | -31.9% | -5.6% | -26.3% | -33.3% |
| 1Y | -29.3% | -4.2% | -25.1% | -31.0% |
| 3Y | -48.0% | +43.3% | -91.3% | -54.6% |
| All | -58.7% | +34.7% | -93.4% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling