+1,770.4%
CLS vs ZTS
+77.9%
+1,692.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -13.9% | -0.6% | -13.2% | -13.7% |
| 30D | -38.2% | +11.0% | -49.2% | -40.4% |
| 3M | -28.8% | +10.9% | -39.8% | -31.8% |
| 6M | -40.4% | +0.9% | -41.3% | -41.8% |
| YTD | -24.3% | -33.0% | +8.7% | -14.8% |
| 1Y | -35.0% | -29.6% | -5.4% | -28.4% |
| 3Y | +778.7% | -49.0% | +827.7% | +946.7% |
| 5Y | +1,884.8% | -59.5% | +1,944.3% | +2,482.9% |
| All | +1,770.4% | +77.9% | +1,692.5% | +1,286.5% |
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