-50.6%
ZTS vs CMI
+39.5%
-90.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | -3.7% | -0.7% | -3.0% | -3.7% |
| 30D | -0.8% | -12.4% | +11.6% | +0.4% |
| 3M | -9.7% | -14.8% | +5.0% | -9.0% |
| 6M | -38.4% | +0.8% | -39.2% | -39.6% |
| YTD | -41.1% | +10.2% | -51.3% | -44.0% |
| 1Y | -50.6% | +37.4% | -88.1% | -54.8% |
| All | -50.6% | +39.5% | -90.1% | -54.8% |
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