-62.3%
ZTS vs CARR
+8.3%
-70.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.3% | -0.3% |
| 7D | -3.7% | -3.8% | 0.0% | -2.6% |
| 30D | -0.8% | -8.9% | +8.1% | +2.0% |
| 3M | -9.7% | -17.3% | +7.6% | -4.9% |
| 6M | -38.4% | -1.4% | -37.0% | -39.2% |
| YTD | -41.1% | +10.0% | -51.1% | -44.0% |
| 1Y | -50.6% | -6.4% | -44.3% | -50.7% |
| 3Y | -59.1% | +1.5% | -60.7% | -61.9% |
| All | -62.3% | +8.3% | -70.7% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling