-59.3%
ZTS vs CF
+117.5%
-176.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.4% |
| 7D | +1.0% | +5.4% | -4.3% | +0.9% |
| 30D | +12.4% | +6.5% | +5.9% | +12.1% |
| 3M | +13.6% | +4.6% | +8.9% | +13.3% |
| 6M | +9.3% | -3.3% | +12.6% | +9.4% |
| YTD | -32.6% | +63.9% | -96.5% | -35.8% |
| 1Y | -30.0% | +50.4% | -80.5% | -32.9% |
| 3Y | -48.7% | +68.2% | -117.0% | -51.8% |
| 5Y | -59.3% | +113.8% | -173.1% | -64.1% |
| All | -59.3% | +117.5% | -176.9% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling