+30.2%
CCL vs ZTS
-59.8%
+90.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +3.7% | +0.5% | +2.1% |
| 7D | +3.1% | -1.0% | +4.1% | +3.7% |
| 30D | +17.5% | +10.8% | +6.7% | +10.8% |
| 3M | +6.8% | +14.1% | -7.2% | -1.4% |
| 6M | +18.7% | +0.8% | +18.0% | +16.6% |
| YTD | +3.0% | -33.1% | +36.1% | +28.0% |
| 1Y | +17.7% | -30.0% | +47.7% | +41.8% |
| 3Y | +155.6% | -49.5% | +205.1% | +262.2% |
| 5Y | +30.2% | -60.2% | +90.4% | +73.1% |
| All | +30.2% | -59.8% | +90.0% | +73.1% |
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 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