-61.4%
ZTS vs CCEP
+105.1%
-166.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.5% | +0.5% |
| 7D | -2.0% | -3.1% | +1.1% | -0.9% |
| 30D | +1.9% | -2.6% | +4.5% | +2.8% |
| 3M | -4.0% | +14.9% | -18.9% | -8.9% |
| 6M | -39.1% | +2.3% | -41.4% | -39.8% |
| YTD | -38.8% | +17.8% | -56.7% | -42.4% |
| 1Y | -49.6% | +24.2% | -73.8% | -53.4% |
| 3Y | -59.0% | +84.7% | -143.7% | -67.5% |
| All | -61.4% | +105.1% | -166.5% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling