+58.8%
ZTS vs CME
+280.6%
-221.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -3.8% | -0.6% | -3.1% | -3.5% |
| 30D | -2.0% | +4.7% | -6.7% | -3.8% |
| 3M | -10.2% | +7.8% | -18.0% | -13.2% |
| 6M | -39.4% | -11.0% | -28.4% | -37.0% |
| YTD | -40.8% | +4.0% | -44.8% | -42.4% |
| 1Y | -50.1% | +9.1% | -59.2% | -52.5% |
| 3Y | -58.9% | +52.3% | -111.2% | -66.6% |
| 5Y | -62.4% | +76.1% | -138.5% | -71.6% |
| 10Y | +58.8% | +280.6% | -221.8% | -4.5% |
| All | +58.8% | +280.6% | -221.8% | -4.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling