+85.9%
ZTS vs CL
+84.7%
+1.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.0% | -0.8% | +1.8% | +1.5% |
| 30D | +12.4% | +9.5% | +3.0% | +7.7% |
| 3M | +13.6% | +6.6% | +6.9% | +10.2% |
| 6M | +9.3% | +13.2% | -3.9% | +2.7% |
| YTD | -32.6% | +26.9% | -59.4% | -40.1% |
| 1Y | -30.0% | +27.6% | -57.6% | -38.0% |
| 3Y | -48.7% | +39.1% | -87.8% | -57.1% |
| 5Y | -59.3% | +41.3% | -100.6% | -66.6% |
| All | +85.9% | +84.7% | +1.2% | +36.8% |
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