+78.9%
ZTS vs CL
+84.6%
-5.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -7.4% | -0.8% | -6.7% | -7.0% |
| 30D | +9.9% | +9.5% | +0.4% | +5.2% |
| 3M | +10.3% | +6.8% | +3.6% | +7.0% |
| 6M | +9.2% | +14.3% | -5.1% | +2.1% |
| YTD | -32.9% | +27.0% | -59.9% | -40.4% |
| 1Y | -29.7% | +26.3% | -56.0% | -37.4% |
| 3Y | -49.0% | +39.3% | -88.2% | -57.4% |
| 5Y | -59.3% | +41.5% | -100.8% | -66.6% |
| 10Y | +78.9% | +84.1% | -5.2% | +31.1% |
| All | +78.9% | +84.6% | -5.6% | +31.1% |
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