-48.6%
ZTS vs CLF
-20.4%
-28.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.5% |
| 7D | +1.0% | +16.0% | -14.9% | +0.1% |
| 30D | +12.4% | +1.6% | +10.8% | +12.0% |
| 3M | +13.6% | +6.7% | +6.9% | +12.6% |
| 6M | +9.3% | +21.1% | -11.8% | +6.8% |
| YTD | -32.6% | -1.6% | -31.0% | -33.6% |
| 1Y | -30.0% | +18.5% | -48.5% | -31.9% |
| All | -48.6% | -20.4% | -28.2% | -50.9% |
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