-62.4%
ZTS vs CFG
+99.7%
-162.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | -3.8% | -0.6% | -3.2% | -3.6% |
| 30D | -2.0% | -4.5% | +2.5% | -1.0% |
| 3M | -10.2% | +6.3% | -16.5% | -11.8% |
| 6M | -39.4% | +20.6% | -60.0% | -42.1% |
| YTD | -40.8% | +21.2% | -62.1% | -43.6% |
| 1Y | -50.1% | +38.2% | -88.3% | -53.9% |
| 3Y | -58.9% | +185.9% | -244.8% | -68.9% |
| 5Y | -62.4% | +97.0% | -159.3% | -68.5% |
| All | -62.4% | +99.7% | -162.0% | -68.5% |
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 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