+189.0%
CDE vs ZTS
-63.0%
+252.0%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -3.1% | -3.7% | +0.6% | -1.8% |
| 30D | +9.5% | -0.8% | +10.2% | +9.5% |
| 3M | +25.5% | -9.7% | +35.2% | +28.8% |
| 6M | -7.9% | -38.4% | +30.5% | +10.2% |
| YTD | +15.6% | -41.1% | +56.6% | +41.1% |
| 1Y | +34.0% | -50.6% | +84.7% | +77.2% |
| 3Y | +791.9% | -59.1% | +851.1% | +1,176.6% |
| All | +189.0% | -63.0% | +252.0% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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