-49.1%
ZTS vs CME
+66.3%
-115.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.9% | -3.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +11.7% | +13.2% | -1.5% | +9.9% |
| 3M | +3.5% | +16.3% | -12.8% | +1.4% |
| 6M | -27.6% | +7.1% | -34.8% | -28.5% |
| YTD | -35.5% | +15.8% | -51.3% | -37.1% |
| 1Y | -32.1% | +17.1% | -49.2% | -33.9% |
| 3Y | -49.1% | +63.2% | -112.2% | -52.7% |
| All | -49.1% | +66.3% | -115.4% | -52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling