-26.7%
ZTS vs CLF
+12.5%
-39.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -9.2% | +16.7% | +7.9% |
| 7D | +15.4% | -7.9% | +23.3% | +15.8% |
| 30D | +25.8% | +5.2% | +20.5% | +24.6% |
| 3M | +18.1% | +4.3% | +13.8% | +16.8% |
| 6M | -19.7% | +25.3% | -45.0% | -23.1% |
| YTD | -27.5% | -3.3% | -24.2% | -30.1% |
| 1Y | -26.7% | +20.2% | -46.9% | -33.1% |
| All | -26.7% | +12.5% | -39.2% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling