-61.2%
ZTS vs CI
+49.9%
-111.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.8% |
| 7D | -0.4% | -1.6% | +1.2% | 0.0% |
| 30D | +11.7% | +5.4% | +6.3% | +10.7% |
| 3M | +3.5% | +7.3% | -3.8% | +2.1% |
| 6M | -27.6% | +5.3% | -32.9% | -28.5% |
| YTD | -35.5% | +8.5% | -44.0% | -36.8% |
| 1Y | -32.1% | +17.1% | -49.2% | -34.5% |
| 3Y | -49.1% | +1.4% | -50.5% | -50.5% |
| All | -61.2% | +49.9% | -111.1% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling