+3.5%
CCL vs ZTS
-62.4%
+65.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.6% | +0.3% |
| 7D | -0.1% | -4.8% | +4.6% | +2.5% |
| 30D | -20.0% | +1.2% | -21.2% | -20.8% |
| 3M | -13.7% | -6.0% | -7.6% | -11.5% |
| 6M | -9.0% | -38.7% | +29.7% | +18.0% |
| YTD | -22.8% | -40.6% | +17.8% | +2.0% |
| 1Y | -25.3% | -50.6% | +25.3% | +10.4% |
| 3Y | +54.1% | -58.7% | +112.8% | +146.9% |
| 5Y | +3.5% | -62.8% | +66.3% | +61.0% |
| All | +3.5% | -62.4% | +65.9% | +61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling