+77.0%
ZTS vs CFG
+248.3%
-171.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.7% | +3.0% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +10.8% | +3.2% | +7.6% | +10.1% |
| 3M | +14.1% | -9.7% | +23.8% | +16.7% |
| 6M | +0.8% | +3.6% | -2.9% | -0.3% |
| YTD | -33.1% | +14.7% | -47.8% | -35.3% |
| 1Y | -30.0% | +29.6% | -59.6% | -34.1% |
| 3Y | -49.5% | +190.6% | -240.1% | -61.2% |
| 5Y | -60.2% | +67.1% | -127.3% | -66.1% |
| 10Y | +77.0% | +237.0% | -160.0% | +27.9% |
| All | +77.0% | +248.3% | -171.2% | +27.9% |
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