+56.2%
ZTS vs CFG
+313.6%
-257.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.7% |
| 7D | -4.8% | +2.7% | -7.5% | -5.4% |
| 30D | +1.2% | -3.7% | +4.9% | +2.0% |
| 3M | -6.0% | +9.5% | -15.5% | -8.2% |
| 6M | -38.7% | +22.2% | -61.0% | -41.5% |
| YTD | -40.6% | +22.3% | -62.9% | -43.4% |
| 1Y | -50.6% | +39.4% | -90.0% | -54.3% |
| 3Y | -58.7% | +188.5% | -247.2% | -68.2% |
| 5Y | -62.8% | +101.5% | -164.4% | -69.7% |
| 10Y | +56.2% | +308.6% | -252.4% | +3.3% |
| All | +56.2% | +313.6% | -257.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling