+87.8%
ZTS vs CI
+146.2%
-58.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +5.6% | +1.2% | +4.4% | +5.2% |
| 30D | +12.1% | +2.6% | +9.5% | +11.3% |
| 3M | +11.3% | +7.4% | +3.8% | +9.0% |
| 6M | +14.3% | -0.1% | +14.4% | +14.0% |
| YTD | -31.9% | +9.7% | -41.6% | -34.3% |
| 1Y | -29.3% | +12.1% | -41.4% | -32.3% |
| 3Y | -48.0% | +7.0% | -55.1% | -51.4% |
| 5Y | -58.9% | +49.7% | -108.6% | -66.8% |
| All | +87.8% | +146.2% | -58.4% | +24.2% |
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