+189.6%
ZTS vs CI
+458.1%
-268.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.6% | -0.7% | -2.5% |
| 7D | -0.4% | -1.6% | +1.2% | +0.2% |
| 30D | +11.7% | +5.4% | +6.3% | +10.1% |
| 3M | +3.5% | +7.3% | -3.8% | +1.3% |
| 6M | -27.6% | +5.3% | -32.9% | -29.1% |
| YTD | -35.5% | +8.5% | -44.0% | -37.6% |
| 1Y | -32.1% | +17.1% | -49.2% | -35.9% |
| 3Y | -49.1% | +1.4% | -50.5% | -51.5% |
| 5Y | -61.0% | +50.5% | -111.5% | -68.3% |
| 10Y | +74.4% | +168.5% | -94.1% | +11.2% |
| All | +189.6% | +458.1% | -268.5% | +61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling