+128.5%
CIFR vs ZTS
-49.5%
+178.0%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +4.1% |
| 7D | -0.7% | -1.0% | +0.3% | -0.3% |
| 30D | -49.6% | +10.8% | -60.4% | -49.7% |
| 3M | -60.4% | +14.1% | -74.4% | -60.7% |
| 6M | -66.9% | +0.8% | -67.6% | -66.4% |
| YTD | -53.9% | -33.1% | -20.8% | -48.3% |
| 1Y | -67.1% | -30.0% | -37.1% | -63.3% |
| All | +128.5% | -49.5% | +178.0% | +216.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling