-59.2%
ZTS vs CARR
-0.1%
-59.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.1% |
| 7D | -4.5% | -4.1% | -0.4% | -3.6% |
| 30D | -3.3% | -11.0% | +7.7% | -0.8% |
| 3M | -9.7% | -16.4% | +6.6% | -6.5% |
| 6M | -38.8% | -2.4% | -36.5% | -39.3% |
| YTD | -41.2% | +8.4% | -49.6% | -43.2% |
| 1Y | -50.3% | -8.0% | -42.3% | -50.2% |
| All | -59.2% | -0.1% | -59.1% | -61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling