-33.8%
CCL vs ZTS
+78.9%
-112.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.5% | -4.8% | -4.6% |
| 7D | -0.3% | +1.0% | -1.4% | -1.0% |
| 30D | +10.3% | +12.4% | -2.1% | +2.7% |
| 3M | +6.6% | +13.6% | -7.0% | -1.9% |
| 6M | +20.0% | +9.3% | +10.7% | +11.7% |
| YTD | -1.9% | -32.6% | +30.7% | +21.3% |
| 1Y | +10.4% | -30.0% | +40.5% | +33.1% |
| 3Y | +134.8% | -48.7% | +183.6% | +232.7% |
| 5Y | +34.0% | -59.3% | +93.3% | +118.1% |
| All | -33.8% | +78.9% | -112.7% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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