+74.2%
ZTS vs CL
+74.1%
+0.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -2.3% |
| 7D | -0.4% | +1.3% | -1.7% | -0.9% |
| 30D | +11.7% | +11.4% | +0.4% | +6.2% |
| 3M | +3.5% | +4.4% | -1.0% | +1.4% |
| 6M | -27.6% | +10.8% | -38.4% | -31.1% |
| YTD | -35.5% | +25.1% | -60.6% | -42.2% |
| 1Y | -32.1% | +28.0% | -60.1% | -39.9% |
| 3Y | -49.1% | +37.6% | -86.7% | -57.2% |
| 5Y | -61.0% | +39.7% | -100.7% | -67.8% |
| All | +74.2% | +74.1% | +0.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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