+174.6%
ZTS vs CLF
-62.9%
+237.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -0.8% |
| 7D | -2.0% | +7.6% | -9.6% | -2.5% |
| 30D | +1.9% | -1.2% | +3.1% | +1.9% |
| 3M | -4.0% | -13.4% | +9.4% | -3.4% |
| 6M | -39.1% | +15.4% | -54.6% | -40.1% |
| YTD | -38.8% | -5.9% | -32.9% | -39.2% |
| 1Y | -49.6% | +18.8% | -68.4% | -50.9% |
| 3Y | -59.0% | -19.4% | -39.6% | -59.9% |
| 5Y | -61.8% | -47.7% | -14.0% | -62.1% |
| 10Y | +61.4% | +130.4% | -68.9% | +41.1% |
| All | +174.6% | -62.9% | +237.5% | +156.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling