-26.7%
ZTS vs CME
+19.8%
-46.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.4% | +6.1% | +7.2% |
| 7D | +15.4% | +4.8% | +10.6% | +14.5% |
| 30D | +25.8% | +14.2% | +11.6% | +23.5% |
| 3M | +18.1% | +17.9% | +0.2% | +15.6% |
| 6M | -19.7% | +7.2% | -27.0% | -21.2% |
| YTD | -27.5% | +16.7% | -44.2% | -29.8% |
| 1Y | -26.7% | +19.6% | -46.3% | -29.4% |
| All | -26.7% | +19.8% | -46.5% | -29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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