+56.1%
CCL vs ZTS
-57.7%
+113.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.4% |
| 7D | -5.0% | -2.0% | -3.1% | -4.3% |
| 30D | -20.3% | +1.9% | -22.3% | -21.4% |
| 3M | -15.1% | -4.0% | -11.1% | -14.1% |
| 6M | -15.1% | -39.1% | +24.0% | +5.8% |
| YTD | -21.8% | -38.8% | +17.0% | -2.8% |
| 1Y | -24.8% | -49.6% | +24.8% | +2.5% |
| All | +56.1% | -57.7% | +113.9% | +124.7% |
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