+77.0%
ZTS vs CF
+546.3%
-469.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -1.0% | -0.9% | -0.2% | -1.1% |
| 30D | +10.8% | +6.9% | +3.8% | +9.4% |
| 3M | +14.1% | +4.8% | +9.2% | +12.7% |
| 6M | +0.8% | +4.7% | -3.9% | -0.8% |
| YTD | -33.1% | +56.5% | -89.6% | -39.6% |
| 1Y | -30.0% | +48.4% | -78.4% | -36.2% |
| 3Y | -49.5% | +59.1% | -108.7% | -55.4% |
| 5Y | -60.2% | +109.5% | -169.8% | -68.5% |
| 10Y | +77.0% | +487.0% | -409.9% | +3.4% |
| All | +77.0% | +546.3% | -469.2% | +3.4% |
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