+200.2%
ZTS vs CME
+815.5%
-615.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | -1.0% | -0.6% | -0.5% | -0.8% |
| 30D | +10.8% | +8.5% | +2.2% | +7.5% |
| 3M | +14.1% | +16.0% | -2.0% | +7.9% |
| 6M | +0.8% | +9.3% | -8.6% | -3.1% |
| YTD | -33.1% | +15.3% | -48.4% | -37.2% |
| 1Y | -30.0% | +14.4% | -44.4% | -34.2% |
| 3Y | -49.5% | +59.9% | -109.4% | -59.0% |
| 5Y | -60.2% | +69.4% | -129.7% | -68.8% |
| 10Y | +77.0% | +299.5% | -222.5% | +1.9% |
| All | +200.2% | +815.5% | -615.3% | +45.0% |
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