+77.0%
ZTS vs CI
+158.0%
-81.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.5% |
| 7D | -1.0% | +0.1% | -1.2% | -1.0% |
| 30D | +10.8% | +4.7% | +6.1% | +9.4% |
| 3M | +14.1% | +5.2% | +8.8% | +12.4% |
| 6M | +0.8% | +3.8% | -3.0% | -0.7% |
| YTD | -33.1% | +9.2% | -42.3% | -35.4% |
| 1Y | -30.0% | +14.3% | -44.2% | -33.4% |
| 3Y | -49.5% | +8.4% | -58.0% | -53.0% |
| 5Y | -60.2% | +50.0% | -110.3% | -67.9% |
| 10Y | +77.0% | +142.2% | -65.2% | +19.3% |
| All | +77.0% | +158.0% | -81.0% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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