-61.4%
ZTS vs CF
+227.0%
-288.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.5% |
| 7D | -2.0% | +6.0% | -8.0% | -2.3% |
| 30D | +1.9% | +14.8% | -12.9% | +1.2% |
| 3M | -4.0% | +14.1% | -18.1% | -4.7% |
| 6M | -39.1% | +28.5% | -67.7% | -40.5% |
| YTD | -38.8% | +74.9% | -113.7% | -41.9% |
| 1Y | -49.6% | +61.7% | -111.3% | -51.8% |
| 3Y | -59.0% | +80.3% | -139.3% | -61.5% |
| All | -61.4% | +227.0% | -288.4% | -66.3% |
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