+165.6%
ZTS vs CMI
+579.1%
-413.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -3.8% | +0.7% | -4.5% | -4.0% |
| 30D | -2.0% | -12.3% | +10.3% | +1.9% |
| 3M | -10.2% | -16.8% | +6.6% | -5.9% |
| 6M | -39.4% | +1.5% | -40.9% | -40.8% |
| YTD | -40.8% | +9.8% | -50.6% | -44.1% |
| 1Y | -50.1% | +42.6% | -92.7% | -57.1% |
| 3Y | -58.9% | +151.0% | -209.9% | -71.6% |
| 5Y | -62.4% | +167.0% | -229.4% | -75.0% |
| 10Y | +58.8% | +512.2% | -453.3% | -24.2% |
| All | +165.6% | +579.1% | -413.6% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling