+77.0%
ZTS vs CLF
+92.7%
-15.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +7.0% | -3.3% | +3.0% |
| 7D | -1.0% | -14.1% | +13.1% | +0.4% |
| 30D | +10.8% | -5.5% | +16.3% | +11.0% |
| 3M | +14.1% | 0.0% | +14.1% | +13.3% |
| 6M | +0.8% | +11.3% | -10.5% | -1.8% |
| YTD | -33.1% | -7.7% | -25.4% | -34.0% |
| 1Y | -30.0% | +17.5% | -47.5% | -32.7% |
| 3Y | -49.5% | -25.4% | -24.1% | -51.0% |
| 5Y | -60.2% | -46.0% | -14.3% | -61.0% |
| 10Y | +77.0% | +80.1% | -3.0% | +38.7% |
| All | +77.0% | +92.7% | -15.6% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling