+79.2%
CIFR vs ZTS
-49.8%
+128.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.8% | +2.4% |
| 7D | +16.9% | -2.0% | +18.9% | +17.7% |
| 30D | -5.2% | +1.9% | -7.1% | -6.8% |
| 3M | -30.6% | -4.0% | -26.6% | -30.7% |
| 6M | +10.6% | -39.1% | +49.7% | +35.3% |
| YTD | +20.2% | -38.8% | +59.0% | +46.2% |
| 1Y | +139.7% | -49.6% | +189.3% | +217.2% |
| 3Y | +489.4% | -59.0% | +548.3% | +750.4% |
| 5Y | +54.4% | -61.8% | +116.2% | +119.0% |
| All | +79.2% | -49.8% | +128.9% | +138.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling