-27.8%
CIFR vs ZTS
-44.6%
+16.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | +28.8% | +1.0% | +27.8% | +28.3% |
| 30D | -36.9% | +12.4% | -49.4% | -39.9% |
| 3M | -60.0% | +13.6% | -73.6% | -62.4% |
| 6M | -64.4% | +9.3% | -73.7% | -66.6% |
| YTD | -51.6% | -32.6% | -19.0% | -43.5% |
| 1Y | -58.9% | -30.0% | -28.8% | -53.0% |
| 3Y | +139.9% | -48.7% | +188.7% | +204.6% |
| 5Y | -15.1% | -59.3% | +44.2% | +17.2% |
| All | -27.8% | -44.6% | +16.9% | -7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling