-62.8%
ZTS vs CME
+77.1%
-140.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -4.8% | -2.9% | -1.9% | -3.9% |
| 30D | +1.2% | +5.5% | -4.3% | -0.5% |
| 3M | -6.0% | +11.0% | -17.0% | -9.3% |
| 6M | -38.7% | -9.7% | -29.0% | -36.9% |
| YTD | -40.6% | +4.9% | -45.5% | -42.1% |
| 1Y | -50.6% | +10.1% | -60.7% | -52.8% |
| 3Y | -58.7% | +53.5% | -112.3% | -66.4% |
| 5Y | -62.8% | +77.2% | -140.0% | -71.6% |
| All | -62.8% | +77.1% | -140.0% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling