+77.0%
ZTS vs CL
+76.2%
+0.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.0% |
| 7D | -1.0% | +0.5% | -1.6% | -1.2% |
| 30D | +10.8% | +11.6% | -0.8% | +5.2% |
| 3M | +14.1% | +5.6% | +8.5% | +11.2% |
| 6M | +0.8% | +13.2% | -12.4% | -5.2% |
| YTD | -33.1% | +26.9% | -60.0% | -40.5% |
| 1Y | -30.0% | +27.3% | -57.3% | -37.9% |
| 3Y | -49.5% | +39.7% | -89.2% | -57.9% |
| 5Y | -60.2% | +41.3% | -101.6% | -67.3% |
| 10Y | +77.0% | +76.3% | +0.8% | +31.4% |
| All | +77.0% | +76.2% | +0.8% | +31.4% |
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