+129.8%
ZTS vs CFG
+396.4%
-266.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.6% | -0.6% |
| 7D | -2.0% | +1.5% | -3.5% | -2.3% |
| 30D | +1.9% | -3.8% | +5.7% | +2.7% |
| 3M | -4.0% | +11.5% | -15.5% | -6.7% |
| 6M | -39.1% | +19.2% | -58.3% | -41.6% |
| YTD | -38.8% | +23.7% | -62.5% | -41.9% |
| 1Y | -49.6% | +38.8% | -88.4% | -53.4% |
| 3Y | -59.0% | +178.9% | -237.9% | -68.5% |
| 5Y | -61.8% | +101.8% | -163.5% | -69.1% |
| 10Y | +61.4% | +317.3% | -255.8% | -4.5% |
| All | +129.8% | +396.4% | -266.6% | +27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling