-24.6%
CCL vs ZTS
+170.4%
-194.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.5% |
| 7D | -5.0% | -2.0% | -3.1% | -4.1% |
| 30D | -20.3% | +1.9% | -22.3% | -21.7% |
| 3M | -15.1% | -4.0% | -11.1% | -14.1% |
| 6M | -15.1% | -39.1% | +24.0% | +8.7% |
| YTD | -21.8% | -38.8% | +17.0% | -0.2% |
| 1Y | -24.8% | -49.6% | +24.8% | +6.7% |
| 3Y | +51.9% | -59.0% | +110.8% | +136.0% |
| 5Y | +4.0% | -61.8% | +65.8% | +65.0% |
| 10Y | -42.2% | +61.4% | -103.7% | -50.3% |
| All | -24.6% | +170.4% | -194.9% | -46.5% |
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