+61.4%
ZTS vs CF
+569.3%
-508.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.1% |
| 7D | -2.0% | +6.0% | -8.0% | -2.9% |
| 30D | +1.9% | +14.8% | -12.9% | -0.4% |
| 3M | -4.0% | +14.1% | -18.1% | -6.2% |
| 6M | -39.1% | +28.5% | -67.7% | -42.6% |
| YTD | -38.8% | +74.9% | -113.7% | -45.5% |
| 1Y | -49.6% | +61.7% | -111.3% | -54.5% |
| 3Y | -59.0% | +80.3% | -139.3% | -64.4% |
| 5Y | -61.8% | +226.0% | -287.7% | -72.5% |
| All | +61.4% | +569.3% | -508.0% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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