-41.7%
CCL vs ZTS
+56.2%
-97.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -4.4% | -3.8% | -0.6% | -2.2% |
| 30D | -18.2% | -2.0% | -16.2% | -17.4% |
| 3M | -17.7% | -10.2% | -7.5% | -13.2% |
| 6M | -13.0% | -39.4% | +26.4% | +14.7% |
| YTD | -24.5% | -40.8% | +16.3% | +1.0% |
| 1Y | -26.9% | -50.1% | +23.2% | +8.6% |
| 3Y | +50.8% | -58.9% | +109.6% | +145.7% |
| 5Y | -0.9% | -62.4% | +61.4% | +67.1% |
| 10Y | -41.7% | +58.8% | -100.5% | -48.1% |
| All | -41.7% | +56.2% | -97.9% | -48.1% |
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