+491.0%
CMG vs ZTS
+170.4%
+320.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.4% |
| 7D | -2.8% | -2.0% | -0.8% | -2.1% |
| 30D | +7.1% | +1.9% | +5.2% | +6.1% |
| 3M | +31.2% | -4.0% | +35.2% | +32.4% |
| 6M | +0.7% | -39.1% | +39.8% | +18.6% |
| YTD | -0.1% | -38.8% | +38.7% | +17.3% |
| 1Y | -10.7% | -49.6% | +38.8% | +12.3% |
| 3Y | -4.7% | -59.0% | +54.3% | +26.8% |
| 5Y | -3.8% | -61.8% | +58.0% | +29.8% |
| 10Y | +352.5% | +61.4% | +291.0% | +298.7% |
| All | +491.0% | +170.4% | +320.6% | +369.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling