-4.1%
CMG vs ZTS
-58.9%
+54.8%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +2.5% | +5.6% | -3.1% | +0.7% |
| 30D | +15.6% | +12.1% | +3.5% | +11.2% |
| 3M | +8.2% | +11.3% | -3.1% | +4.1% |
| 6M | +9.9% | +14.3% | -4.4% | +4.3% |
| YTD | -4.6% | -31.9% | +27.2% | +7.1% |
| 1Y | +12.4% | -29.3% | +41.7% | +24.4% |
| 3Y | -18.0% | -48.0% | +30.1% | -2.1% |
| All | -4.1% | -58.9% | +54.8% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling