+1,242.3%
CLS vs ZTS
-57.7%
+1,300.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.8% |
| 7D | +4.6% | -2.0% | +6.5% | +4.6% |
| 30D | -13.9% | +1.9% | -15.8% | -14.0% |
| 3M | -26.6% | -4.0% | -22.6% | -26.3% |
| 6M | +15.4% | -39.1% | +54.5% | +23.6% |
| YTD | +5.7% | -38.8% | +44.5% | +13.1% |
| 1Y | +41.1% | -49.6% | +90.7% | +54.5% |
| All | +1,242.3% | -57.7% | +1,300.0% | +1,487.5% |
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 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