+70.7%
CIFR vs ZTS
-51.4%
+122.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.3% | -8.4% | -8.6% |
| 7D | +11.3% | -3.8% | +15.1% | +12.8% |
| 30D | +3.5% | -2.0% | +5.5% | +3.3% |
| 3M | -26.6% | -10.2% | -16.4% | -24.7% |
| 6M | +18.1% | -39.4% | +57.5% | +44.0% |
| YTD | +14.5% | -40.8% | +55.3% | +40.9% |
| 1Y | +83.3% | -50.1% | +133.4% | +142.7% |
| 3Y | +461.5% | -58.9% | +520.3% | +699.0% |
| 5Y | +29.3% | -62.4% | +91.7% | +85.2% |
| All | +70.7% | -51.4% | +122.1% | +129.9% |
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