-58.5%
ZTS vs CL
+30.5%
-89.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.8% | -0.1% |
| 7D | -2.0% | -2.2% | +0.2% | -1.2% |
| 30D | +1.9% | -4.8% | +6.7% | +3.8% |
| 3M | -4.0% | +4.9% | -8.9% | -5.9% |
| 6M | -39.1% | -5.7% | -33.4% | -38.0% |
| YTD | -38.8% | +14.4% | -53.2% | -41.6% |
| 1Y | -49.6% | +8.7% | -58.3% | -50.9% |
| All | -58.5% | +30.5% | -89.0% | -59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling