+87.8%
ZTS vs CME
+308.7%
-220.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +0.7% |
| 7D | +5.6% | +3.9% | +1.6% | +3.9% |
| 30D | +12.1% | +11.3% | +0.7% | +7.6% |
| 3M | +11.3% | +19.6% | -8.3% | +3.7% |
| 6M | +14.3% | +8.1% | +6.2% | +10.4% |
| YTD | -31.9% | +20.4% | -52.3% | -37.4% |
| 1Y | -29.3% | +16.5% | -45.8% | -34.1% |
| 3Y | -48.0% | +66.4% | -114.5% | -59.1% |
| 5Y | -58.9% | +74.5% | -133.4% | -68.7% |
| All | +87.8% | +308.7% | -220.9% | +8.9% |
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