+200.7%
ZTS vs CME
+829.3%
-628.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.4% |
| 7D | -0.6% | +1.7% | -2.3% | -1.2% |
| 30D | +11.0% | +10.2% | +0.8% | +7.1% |
| 3M | +10.9% | +17.8% | -6.8% | +4.3% |
| 6M | +0.9% | +11.0% | -10.1% | -3.5% |
| YTD | -33.0% | +17.0% | -50.0% | -37.5% |
| 1Y | -29.6% | +15.8% | -45.4% | -34.1% |
| 3Y | -49.0% | +61.8% | -110.8% | -58.8% |
| 5Y | -59.5% | +72.5% | -132.0% | -68.4% |
| 10Y | +77.0% | +288.0% | -211.0% | +2.7% |
| All | +200.7% | +829.3% | -628.5% | +44.4% |
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