+77.0%
ZTS vs CL
+78.1%
-1.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -0.6% | +2.6% | -3.2% | -1.8% |
| 30D | +11.0% | +11.8% | -0.8% | +5.3% |
| 3M | +10.9% | +5.9% | +5.0% | +8.0% |
| 6M | +0.9% | +13.3% | -12.4% | -5.2% |
| YTD | -33.0% | +27.1% | -60.1% | -40.5% |
| 1Y | -29.6% | +28.0% | -57.6% | -37.8% |
| 3Y | -49.0% | +39.4% | -88.4% | -57.5% |
| 5Y | -59.5% | +40.8% | -100.3% | -66.7% |
| 10Y | +77.0% | +84.9% | -7.8% | +29.7% |
| All | +77.0% | +78.1% | -1.1% | +29.7% |
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