+891.5%
CLS vs ZTS
-48.5%
+940.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.6% |
| 7D | +23.5% | +1.0% | +22.5% | +23.5% |
| 30D | -28.9% | +12.4% | -41.3% | -28.3% |
| 3M | -25.2% | +13.6% | -38.7% | -24.5% |
| 6M | -32.1% | +9.3% | -41.4% | -31.4% |
| YTD | -14.1% | -32.6% | +18.5% | -8.4% |
| 1Y | -24.1% | -30.0% | +6.0% | -19.2% |
| All | +891.5% | -48.5% | +940.1% | +956.2% |
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