+77.0%
ZTS vs CF
+494.2%
-417.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.2% |
| 7D | -0.6% | +4.8% | -5.4% | -1.5% |
| 30D | +11.0% | +9.7% | +1.3% | +9.2% |
| 3M | +10.9% | +1.2% | +9.7% | +10.3% |
| 6M | +0.9% | +7.4% | -6.4% | -1.0% |
| YTD | -33.0% | +60.5% | -93.5% | -39.7% |
| 1Y | -29.6% | +50.7% | -80.4% | -36.0% |
| 3Y | -49.0% | +64.8% | -113.8% | -55.2% |
| 5Y | -59.5% | +115.8% | -175.3% | -68.1% |
| 10Y | +77.0% | +481.0% | -404.0% | +3.2% |
| All | +77.0% | +494.2% | -417.1% | +3.2% |
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