+189.6%
ZTS vs CF
+266.0%
-76.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.7% | -4.0% | -3.4% |
| 7D | -0.4% | -3.2% | +2.8% | -0.1% |
| 30D | +11.7% | +4.3% | +7.4% | +10.8% |
| 3M | +3.5% | +2.8% | +0.6% | +2.6% |
| 6M | -27.6% | +0.6% | -28.2% | -28.2% |
| YTD | -35.5% | +56.6% | -92.1% | -41.2% |
| 1Y | -32.1% | +49.6% | -81.7% | -37.7% |
| 3Y | -49.1% | +61.5% | -110.6% | -54.6% |
| 5Y | -61.0% | +124.0% | -185.0% | -68.6% |
| 10Y | +74.4% | +573.2% | -498.8% | +9.9% |
| All | +189.6% | +266.0% | -76.4% | +124.4% |
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