+85.9%
ZTS vs CCEP
+336.4%
-250.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.8% |
| 7D | +1.0% | -0.3% | +1.3% | +1.2% |
| 30D | +12.4% | +11.0% | +1.5% | +8.3% |
| 3M | +13.6% | +9.2% | +4.4% | +10.0% |
| 6M | +9.3% | +27.2% | -17.9% | 0.0% |
| YTD | -32.6% | +30.3% | -62.9% | -38.9% |
| 1Y | -30.0% | +28.7% | -58.7% | -36.3% |
| 3Y | -48.7% | +109.4% | -158.1% | -61.3% |
| 5Y | -59.3% | +144.1% | -203.4% | -71.4% |
| All | +85.9% | +336.4% | -250.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 CCEP 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