-28.2%
CIFR vs ZTS
-44.9%
+16.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | +0.1% | +8.7% | +8.8% |
| 7D | +9.4% | -7.4% | +16.8% | +12.1% |
| 30D | -45.3% | +9.9% | -55.2% | -47.5% |
| 3M | -58.7% | +10.3% | -69.0% | -60.8% |
| 6M | -64.9% | +9.2% | -74.1% | -67.1% |
| YTD | -51.8% | -32.9% | -18.9% | -43.8% |
| 1Y | -61.9% | -29.7% | -32.2% | -56.7% |
| 3Y | +138.6% | -49.0% | +187.6% | +203.3% |
| 5Y | -13.0% | -59.3% | +46.3% | +20.1% |
| All | -28.2% | -44.9% | +16.7% | -8.3% |
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