-58.7%
ZTS vs CF
+114.1%
-172.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.6% | +4.8% | +0.8% | +5.4% |
| 30D | +12.1% | +4.7% | +7.4% | +11.9% |
| 3M | +11.3% | +7.4% | +3.9% | +10.9% |
| 6M | +14.3% | +0.6% | +13.7% | +14.2% |
| YTD | -31.9% | +64.1% | -96.0% | -35.2% |
| 1Y | -29.3% | +51.4% | -80.7% | -32.2% |
| 3Y | -48.0% | +67.8% | -115.8% | -51.2% |
| All | -58.7% | +114.1% | -172.8% | -63.5% |
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