-0.8%
CCL vs ZTS
+196.1%
-196.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +5.8% | -0.6% | +6.4% | +6.2% |
| 30D | +17.3% | +11.0% | +6.3% | +10.7% |
| 3M | +11.3% | +10.9% | +0.4% | +4.7% |
| 6M | +18.5% | +0.9% | +17.5% | +16.0% |
| YTD | +2.8% | -33.0% | +35.8% | +24.5% |
| 1Y | +16.7% | -29.6% | +46.4% | +37.4% |
| 3Y | +146.0% | -49.0% | +195.1% | +237.1% |
| 5Y | +33.6% | -59.5% | +93.1% | +105.5% |
| 10Y | -29.4% | +77.0% | -106.5% | -42.3% |
| All | -0.8% | +196.1% | -196.9% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling