-31.2%
CIFR vs ZTS
-45.1%
+13.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +3.0% |
| 7D | -0.7% | -1.0% | +0.3% | -0.8% |
| 30D | -49.6% | +10.8% | -60.4% | -51.8% |
| 3M | -60.4% | +14.1% | -74.4% | -62.9% |
| 6M | -66.9% | +0.8% | -67.6% | -67.8% |
| YTD | -53.9% | -33.1% | -20.8% | -46.1% |
| 1Y | -67.1% | -30.0% | -37.1% | -62.5% |
| 3Y | +118.3% | -49.5% | +167.8% | +179.3% |
| 5Y | -26.9% | -60.2% | +33.4% | +1.6% |
| All | -31.2% | -45.1% | +13.9% | -12.1% |
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 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