-49.5%
ZTS vs CF
+58.0%
-107.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | -1.0% | -0.9% | -0.2% | -0.9% |
| 30D | +10.8% | +6.9% | +3.8% | +10.8% |
| 3M | +14.1% | +4.8% | +9.2% | +14.0% |
| 6M | +0.8% | +4.7% | -3.9% | +0.8% |
| YTD | -33.1% | +56.5% | -89.6% | -36.8% |
| 1Y | -30.0% | +48.4% | -78.4% | -33.4% |
| 3Y | -49.5% | +59.1% | -108.7% | -54.1% |
| All | -49.5% | +58.0% | -107.5% | -54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling