+515.0%
CIFR vs ZTS
-59.1%
+574.0%
-71.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.0% | +7.3% | +4.7% |
| 7D | +26.7% | -4.8% | +31.5% | +27.3% |
| 30D | +7.7% | +1.2% | +6.5% | +7.0% |
| 3M | -23.8% | -6.0% | -17.8% | -23.5% |
| 6M | +35.9% | -38.7% | +74.6% | +53.2% |
| YTD | +25.4% | -40.6% | +66.0% | +42.5% |
| 1Y | +139.8% | -50.6% | +190.4% | +184.9% |
| 3Y | +515.0% | -58.7% | +573.7% | +679.1% |
| All | +515.0% | -59.1% | +574.0% | +679.1% |
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 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