+322.0%
CMG vs ZTS
+58.7%
+263.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -2.1% | -3.7% | +1.7% | -0.6% |
| 30D | +10.9% | -0.8% | +11.7% | +11.1% |
| 3M | +15.8% | -9.7% | +25.6% | +20.0% |
| 6M | +6.9% | -38.4% | +45.3% | +27.7% |
| YTD | -2.2% | -41.1% | +38.9% | +19.0% |
| 1Y | -7.1% | -50.6% | +43.5% | +21.3% |
| 3Y | -7.1% | -59.1% | +52.0% | +28.1% |
| 5Y | -4.8% | -62.7% | +57.9% | +35.3% |
| All | +322.0% | +58.7% | +263.3% | +263.3% |
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