-62.8%
ZTS vs CMI
+163.4%
-226.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.2% | -0.4% |
| 7D | -4.5% | +0.8% | -5.3% | -4.7% |
| 30D | -3.3% | -12.8% | +9.5% | 0.0% |
| 3M | -9.7% | -12.4% | +2.7% | -7.6% |
| 6M | -38.8% | -0.9% | -38.0% | -39.9% |
| YTD | -41.2% | +8.9% | -50.0% | -44.3% |
| 1Y | -50.3% | +37.7% | -88.0% | -56.6% |
| 3Y | -59.1% | +148.9% | -208.0% | -72.0% |
| 5Y | -62.8% | +164.4% | -227.1% | -76.0% |
| All | -62.8% | +163.4% | -226.2% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling