-49.1%
ZTS vs CLF
-33.4%
-15.7%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.4% |
| 7D | -0.4% | -19.6% | +19.2% | +0.7% |
| 30D | +11.7% | -5.0% | +16.7% | +11.7% |
| 3M | +3.5% | -6.3% | +9.7% | +3.4% |
| 6M | -27.6% | +2.8% | -30.4% | -28.5% |
| YTD | -35.5% | -13.7% | -21.8% | -35.9% |
| 1Y | -32.1% | +13.6% | -45.7% | -33.7% |
| 3Y | -49.1% | -34.0% | -15.1% | -50.2% |
| All | -49.1% | -33.4% | -15.7% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling