+55.7%
ZTS vs CMI
+516.5%
-460.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | -0.2% |
| 7D | -3.7% | -0.7% | -3.0% | -3.5% |
| 30D | -0.8% | -12.4% | +11.6% | +3.4% |
| 3M | -9.7% | -14.8% | +5.0% | -5.9% |
| 6M | -38.4% | +0.8% | -39.2% | -39.8% |
| YTD | -41.1% | +10.2% | -51.3% | -44.7% |
| 1Y | -50.6% | +37.4% | -88.1% | -57.4% |
| 3Y | -59.1% | +153.3% | -212.4% | -72.8% |
| 5Y | -62.7% | +167.6% | -230.3% | -76.1% |
| All | +55.7% | +516.5% | -460.7% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling