-26.9%
CCL vs ZTS
-50.7%
+23.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.8% | -2.0% |
| 7D | -4.4% | -3.8% | -0.6% | -3.0% |
| 30D | -18.2% | -2.0% | -16.2% | -17.6% |
| 3M | -17.7% | -10.2% | -7.5% | -14.3% |
| 6M | -13.0% | -39.4% | +26.4% | +10.5% |
| YTD | -24.5% | -40.8% | +16.3% | -2.4% |
| 1Y | -26.9% | -50.1% | +23.2% | +4.0% |
| All | -26.9% | -50.7% | +23.7% | +4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling