-7.1%
CMG vs ZTS
-50.3%
+43.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | -3.7% | +1.7% | -1.4% |
| 30D | +10.9% | -0.8% | +11.7% | +11.0% |
| 3M | +15.8% | -9.7% | +25.6% | +17.8% |
| 6M | +6.9% | -38.4% | +45.3% | +16.6% |
| YTD | -2.2% | -41.1% | +38.9% | +7.8% |
| 1Y | -7.1% | -50.6% | +43.5% | +1.8% |
| All | -7.1% | -50.3% | +43.3% | +1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling