-23.9%
ZTS vs CARR
+421.5%
-445.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.2% |
| 7D | -3.7% | -3.8% | 0.0% | -2.9% |
| 30D | -0.8% | -8.9% | +8.1% | +1.4% |
| 3M | -9.7% | -17.3% | +7.6% | -6.0% |
| 6M | -38.4% | -1.4% | -37.0% | -38.8% |
| YTD | -41.1% | +10.0% | -51.1% | -43.1% |
| 1Y | -50.6% | -6.4% | -44.3% | -50.5% |
| 3Y | -59.1% | +1.5% | -60.7% | -60.6% |
| 5Y | -62.7% | +9.3% | -72.0% | -66.0% |
| All | -23.9% | +421.5% | -445.4% | -43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 10y: compounded portfolio wealth divided by compounded CARR 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…
10y analysis · Full analysis span regression · 6 months rolling