+199.5%
ZTS vs CF
+263.5%
-64.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +6.2% | -14.1% | -8.8% |
| 7D | +4.9% | +0.4% | +4.5% | +4.7% |
| 30D | +15.9% | +2.2% | +13.7% | +15.3% |
| 3M | +11.1% | +2.1% | +9.0% | +10.3% |
| 6M | -26.0% | -6.5% | -19.5% | -25.8% |
| YTD | -33.3% | +55.6% | -88.8% | -39.2% |
| 1Y | -30.3% | +42.3% | -72.6% | -35.6% |
| 3Y | -47.0% | +55.7% | -102.8% | -52.5% |
| 5Y | -59.7% | +122.4% | -182.1% | -67.5% |
| 10Y | +80.3% | +568.5% | -488.2% | +13.8% |
| All | +199.5% | +263.5% | -64.0% | +132.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling