-23.6%
ZTS vs CARR
+425.9%
-449.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.6% | +0.1% |
| 7D | -3.8% | +0.6% | -4.4% | -3.9% |
| 30D | -2.0% | -8.7% | +6.6% | 0.0% |
| 3M | -10.2% | -18.4% | +8.2% | -6.2% |
| 6M | -39.4% | -0.6% | -38.8% | -40.0% |
| YTD | -40.8% | +10.9% | -51.8% | -43.0% |
| 1Y | -50.1% | -7.3% | -42.8% | -49.9% |
| 3Y | -58.9% | +2.9% | -61.8% | -60.5% |
| 5Y | -62.4% | +9.6% | -72.0% | -65.7% |
| All | -23.6% | +425.9% | -449.5% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling