+174.6%
ZTS vs CME
+741.7%
-567.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.4% | -0.5% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | +1.9% | +6.2% | -4.3% | -0.4% |
| 3M | -4.0% | +10.4% | -14.4% | -7.9% |
| 6M | -39.1% | -9.5% | -29.6% | -37.2% |
| YTD | -38.8% | +6.0% | -44.8% | -40.7% |
| 1Y | -49.6% | +9.3% | -58.8% | -51.9% |
| 3Y | -59.0% | +57.7% | -116.6% | -66.7% |
| 5Y | -61.8% | +77.7% | -139.4% | -70.6% |
| 10Y | +61.4% | +281.2% | -219.8% | -5.3% |
| All | +174.6% | +741.7% | -567.1% | +36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling