-58.7%
ZTS vs CFG
+61.7%
-120.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.9% |
| 7D | +5.6% | +3.2% | +2.4% | +4.7% |
| 30D | +12.1% | +5.1% | +7.0% | +10.8% |
| 3M | +11.3% | -11.2% | +22.5% | +14.5% |
| 6M | +14.3% | +9.6% | +4.7% | +11.3% |
| YTD | -31.9% | +15.0% | -46.8% | -34.3% |
| 1Y | -29.3% | +29.9% | -59.1% | -33.7% |
| 3Y | -48.0% | +192.1% | -240.1% | -61.3% |
| All | -58.7% | +61.7% | -120.4% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling