-29.7%
ZTS vs CFG
+28.5%
-58.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.7% | -0.3% |
| 7D | -7.4% | -0.8% | -6.6% | -7.0% |
| 30D | +9.9% | +3.1% | +6.8% | +8.6% |
| 3M | +10.3% | -9.7% | +20.0% | +14.9% |
| 6M | +9.2% | +6.7% | +2.5% | +2.7% |
| YTD | -32.9% | +15.2% | -48.1% | -38.8% |
| 1Y | -29.7% | +28.8% | -58.5% | -40.5% |
| All | -29.7% | +28.5% | -58.2% | -40.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling