+77.0%
ZTS vs CCEP
+315.0%
-238.0%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.6% | +5.4% | -6.0% | -2.5% |
| 30D | +11.0% | +12.8% | -1.8% | +6.3% |
| 3M | +10.9% | +10.9% | +0.1% | +6.9% |
| 6M | +0.9% | +25.6% | -24.7% | -7.3% |
| YTD | -33.0% | +31.0% | -64.0% | -39.4% |
| 1Y | -29.6% | +32.3% | -61.9% | -36.5% |
| 3Y | -49.0% | +110.5% | -159.6% | -61.6% |
| 5Y | -59.5% | +141.8% | -201.3% | -71.5% |
| 10Y | +77.0% | +341.1% | -264.1% | -1.3% |
| All | +77.0% | +315.0% | -238.0% | -1.3% |
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