-49.1%
ZTS vs CCEP
+109.7%
-158.8%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -2.9% |
| 7D | -0.4% | +2.6% | -3.0% | -1.3% |
| 30D | +11.7% | +15.1% | -3.4% | +6.4% |
| 3M | +3.5% | +7.3% | -3.8% | +0.7% |
| 6M | -27.6% | +23.4% | -51.0% | -32.9% |
| YTD | -35.5% | +29.4% | -64.9% | -40.9% |
| 1Y | -32.1% | +34.2% | -66.3% | -38.4% |
| 3Y | -49.1% | +108.4% | -157.4% | -59.9% |
| All | -49.1% | +109.7% | -158.8% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling