-61.4%
ZTS vs CI
+42.7%
-104.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -2.0% | +1.3% | -3.3% | -2.2% |
| 30D | +1.9% | +4.4% | -2.5% | +1.0% |
| 3M | -4.0% | +0.7% | -4.7% | -4.3% |
| 6M | -39.1% | +0.3% | -39.5% | -39.4% |
| YTD | -38.8% | +3.8% | -42.6% | -39.6% |
| 1Y | -49.6% | -5.5% | -44.1% | -49.5% |
| 3Y | -59.0% | +8.1% | -67.1% | -61.1% |
| All | -61.4% | +42.7% | -104.1% | -66.8% |
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