+155.6%
CCL vs ZTS
-49.6%
+205.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +2.7% |
| 7D | +3.1% | -1.0% | +4.1% | +3.6% |
| 30D | +17.5% | +10.8% | +6.7% | +12.9% |
| 3M | +6.8% | +14.1% | -7.2% | +1.1% |
| 6M | +18.7% | +0.8% | +18.0% | +17.8% |
| YTD | +3.0% | -33.1% | +36.1% | +22.5% |
| 1Y | +17.7% | -30.0% | +47.7% | +36.8% |
| 3Y | +155.6% | -49.5% | +205.1% | +223.4% |
| All | +155.6% | -49.6% | +205.2% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling