-26.7%
ZTS vs CMI
+10.9%
-37.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -5.8% | +13.2% | +7.5% |
| 7D | +15.4% | -11.2% | +26.6% | +15.7% |
| 30D | +25.8% | -9.8% | +35.6% | +25.9% |
| 3M | +18.1% | -25.5% | +43.6% | +19.6% |
| 6M | -19.7% | -27.7% | +7.9% | -18.3% |
| YTD | -27.5% | -6.6% | -20.9% | -30.2% |
| 1Y | -26.7% | +11.7% | -38.4% | -31.2% |
| All | -26.7% | +10.9% | -37.6% | -31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling